+5.1%
EXC vs QS
-45.8%
+50.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.1% | -0.9% |
| 7D | +0.3% | -4.2% | +4.6% | +0.2% |
| 30D | -0.9% | -15.7% | +14.8% | -1.6% |
| 3M | -2.7% | -28.7% | +26.0% | -3.7% |
| 6M | -9.4% | -23.2% | +13.9% | -10.1% |
| YTD | +3.0% | -49.9% | +52.9% | +1.6% |
| 1Y | +5.1% | -38.8% | +43.9% | +5.1% |
| All | +5.1% | -45.8% | +50.9% | +5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling