+46.2%
EXC vs QS
-74.6%
+120.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | +0.7% |
| 7D | +1.2% | +2.2% | -1.0% | +1.2% |
| 30D | -2.7% | -8.1% | +5.3% | -2.7% |
| 3M | -1.0% | -27.0% | +26.1% | -0.8% |
| 6M | -9.3% | -16.4% | +7.2% | -9.3% |
| YTD | +3.6% | -46.4% | +50.0% | +4.1% |
| 1Y | +5.9% | -41.1% | +47.0% | +5.9% |
| 3Y | +21.3% | -18.6% | +39.9% | +18.6% |
| 5Y | +46.2% | -73.0% | +119.2% | +43.6% |
| All | +46.2% | -74.6% | +120.7% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling