+112.1%
EXC vs QS
-60.6%
+172.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.8% | +7.9% | +0.1% |
| 7D | -1.9% | -5.6% | +3.7% | -1.9% |
| 30D | +7.8% | -5.8% | +13.6% | +7.8% |
| 3M | +1.9% | -39.2% | +41.1% | +2.0% |
| 6M | +3.4% | -53.9% | +57.3% | +3.6% |
| YTD | +7.6% | -62.8% | +70.3% | +7.9% |
| 1Y | +2.1% | -73.5% | +75.6% | +2.7% |
| 3Y | +29.6% | -29.1% | +58.7% | +28.2% |
| 5Y | +39.5% | -90.0% | +129.5% | +38.0% |
| All | +112.1% | -60.6% | +172.7% | +116.4% |
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