+21.3%
EXC vs QS
-19.7%
+41.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | +1.2% | +2.2% | -1.0% | +1.3% |
| 30D | -2.7% | -8.1% | +5.3% | -2.8% |
| 3M | -1.0% | -27.0% | +26.1% | -1.3% |
| 6M | -9.3% | -16.4% | +7.2% | -9.4% |
| YTD | +3.6% | -46.4% | +50.0% | +3.2% |
| 1Y | +5.9% | -41.1% | +47.0% | +5.6% |
| 3Y | +21.3% | -18.6% | +39.9% | +20.3% |
| All | +21.3% | -19.7% | +41.0% | +20.3% |
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