+17.1%
EW vs QS
-19.7%
+36.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.0% | -5.5% | -3.6% |
| 7D | -4.4% | +2.2% | -6.6% | -4.5% |
| 30D | -3.3% | -8.1% | +4.7% | -3.1% |
| 3M | +1.0% | -27.0% | +28.0% | +1.9% |
| 6M | +6.2% | -16.4% | +22.7% | +6.5% |
| YTD | +1.7% | -46.4% | +48.1% | +3.4% |
| 1Y | +8.1% | -41.1% | +49.2% | +8.0% |
| 3Y | +17.1% | -18.6% | +35.7% | +8.2% |
| All | +17.1% | -19.7% | +36.8% | +8.2% |
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