+145.0%
EWT vs QS
-75.4%
+220.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.5% |
| 7D | -1.1% | -5.0% | +3.9% | -0.6% |
| 30D | +4.8% | -18.3% | +23.1% | +7.0% |
| 3M | +11.1% | -26.0% | +37.1% | +14.3% |
| 6M | +54.6% | -24.0% | +78.7% | +58.3% |
| YTD | +71.4% | -50.3% | +121.7% | +81.8% |
| 1Y | +82.1% | -38.0% | +120.1% | +86.9% |
| 3Y | +193.2% | -24.6% | +217.8% | +176.1% |
| All | +145.0% | -75.4% | +220.3% | +135.9% |
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