+111.6%
EXC vs QS
-54.8%
+166.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | -0.3% |
| 7D | +0.1% | +8.0% | -7.9% | 0.0% |
| 30D | +9.0% | -2.8% | +11.9% | +9.0% |
| 3M | +3.3% | -28.1% | +31.4% | +3.4% |
| 6M | +5.7% | -41.0% | +46.6% | +5.8% |
| YTD | +7.3% | -57.3% | +64.6% | +7.6% |
| 1Y | +2.9% | -72.7% | +75.6% | +3.5% |
| 3Y | +29.3% | -18.6% | +48.0% | +27.8% |
| 5Y | +40.1% | -87.0% | +127.0% | +38.6% |
| All | +111.6% | -54.8% | +166.4% | +115.9% |
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 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