+62.0%
EW vs QS
-18.0%
+80.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +2.0% | -0.6% |
| 7D | +9.3% | +8.0% | +1.3% | +9.0% |
| 30D | +22.1% | -2.8% | +24.9% | +22.1% |
| 3M | +13.0% | -28.1% | +41.1% | +14.0% |
| 6M | +30.1% | -41.0% | +71.1% | +31.7% |
| YTD | +22.0% | -57.3% | +79.3% | +24.3% |
| 1Y | +23.7% | -72.7% | +96.4% | +27.3% |
| 3Y | +62.0% | -18.6% | +80.6% | +53.6% |
| All | +62.0% | -18.0% | +80.0% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling