+265.0%
EWT vs QS
-47.0%
+312.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.6% | +6.8% | +0.6% |
| 7D | +2.1% | -4.2% | +6.3% | +2.4% |
| 30D | +9.4% | -15.7% | +25.0% | +10.5% |
| 3M | +10.9% | -28.7% | +39.6% | +12.9% |
| 6M | +57.9% | -23.2% | +81.2% | +60.1% |
| YTD | +75.9% | -49.9% | +125.8% | +81.9% |
| 1Y | +89.7% | -38.8% | +128.5% | +93.1% |
| 3Y | +200.9% | -24.0% | +224.9% | +193.3% |
| 5Y | +154.5% | -75.6% | +230.1% | +150.7% |
| All | +265.0% | -47.0% | +312.0% | +264.4% |
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 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