+262.3%
EWT vs QS
-46.4%
+308.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.7% |
| 7D | -1.1% | -3.6% | +2.5% | -0.9% |
| 30D | +4.5% | -17.2% | +21.7% | +5.6% |
| 3M | +8.3% | -27.0% | +35.2% | +10.1% |
| 6M | +54.2% | -24.6% | +78.8% | +56.5% |
| YTD | +74.6% | -49.3% | +123.9% | +80.4% |
| 1Y | +84.9% | -40.3% | +125.2% | +88.4% |
| 3Y | +197.5% | -23.8% | +221.3% | +190.0% |
| 5Y | +150.6% | -75.0% | +225.5% | +146.7% |
| All | +262.3% | -46.4% | +308.6% | +261.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling