+30.2%
EXC vs QS
-20.8%
+51.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.8% | -6.7% | +0.2% |
| 7D | -1.7% | +13.7% | -15.4% | -1.5% |
| 30D | +9.3% | -0.2% | +9.5% | +9.3% |
| 3M | +1.0% | -24.8% | +25.9% | +0.5% |
| 6M | +5.9% | -39.4% | +45.3% | +5.2% |
| YTD | +7.6% | -56.1% | +63.8% | +6.6% |
| 1Y | +2.4% | -72.5% | +74.9% | +1.1% |
| 3Y | +30.2% | -16.3% | +46.6% | +28.5% |
| All | +30.2% | -20.8% | +51.0% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling