+103.1%
EXC vs QS
-47.0%
+150.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.1% | -0.6% |
| 7D | +0.3% | -4.2% | +4.6% | +0.3% |
| 30D | -0.9% | -15.7% | +14.8% | -0.8% |
| 3M | -2.7% | -28.7% | +26.0% | -2.6% |
| 6M | -9.4% | -23.2% | +13.9% | -9.4% |
| YTD | +3.0% | -49.9% | +52.9% | +3.3% |
| 1Y | +5.1% | -38.8% | +43.9% | +5.1% |
| 3Y | +20.6% | -24.0% | +44.6% | +19.5% |
| 5Y | +45.7% | -75.6% | +121.3% | +44.3% |
| All | +103.1% | -47.0% | +150.1% | +107.1% |
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