+55.2%
EWT vs QS
-71.4%
+126.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -3.0% |
| 7D | -10.9% | +4.5% | -15.4% | -11.9% |
| 30D | -17.7% | -4.1% | -13.6% | -17.1% |
| 3M | -5.0% | -22.1% | +17.1% | +0.5% |
| 6M | +7.4% | -38.4% | +45.8% | +19.7% |
| YTD | +52.8% | -57.5% | +110.3% | +76.8% |
| 1Y | +55.2% | -71.3% | +126.5% | +89.2% |
| All | +55.2% | -71.4% | +126.6% | +89.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling