+36.6%
EW vs QS
-62.6%
+99.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.2% | +6.4% | +1.5% |
| 7D | +4.9% | -14.0% | +18.9% | +5.6% |
| 30D | +23.9% | -6.4% | +30.3% | +24.2% |
| 3M | +15.8% | -40.3% | +56.0% | +18.4% |
| 6M | +31.7% | -57.5% | +89.2% | +36.3% |
| YTD | +25.7% | -64.7% | +90.4% | +30.8% |
| 1Y | +24.4% | -72.9% | +97.3% | +31.0% |
| 3Y | +65.9% | -33.5% | +99.3% | +59.2% |
| 5Y | -7.6% | -90.5% | +82.9% | -8.9% |
| All | +36.6% | -62.6% | +99.2% | +37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling