-28.2%
EW vs QS
-75.8%
+47.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.7% |
| 7D | -3.4% | -5.0% | +1.6% | -3.0% |
| 30D | -7.4% | -18.3% | +10.9% | -5.9% |
| 3M | +0.9% | -26.0% | +26.9% | +2.9% |
| 6M | +1.2% | -24.0% | +25.2% | +2.4% |
| YTD | +1.8% | -50.3% | +52.1% | +6.4% |
| 1Y | +10.8% | -38.0% | +48.8% | +11.0% |
| 3Y | +17.1% | -24.6% | +41.7% | +5.6% |
| 5Y | -28.2% | -75.4% | +47.2% | -33.4% |
| All | -28.2% | -75.8% | +47.6% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling