+102.8%
EXC vs QS
-44.4%
+147.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.6% | -1.1% |
| 7D | +0.3% | -2.3% | +2.6% | +0.3% |
| 30D | -3.7% | -0.7% | -3.0% | -3.7% |
| 3M | -1.3% | -39.6% | +38.4% | -1.1% |
| 6M | -9.7% | -21.7% | +12.0% | -9.7% |
| YTD | +2.9% | -47.4% | +50.3% | +3.1% |
| 1Y | +4.4% | -28.4% | +32.8% | +4.2% |
| 3Y | +22.2% | -22.6% | +44.8% | +21.1% |
| 5Y | +46.7% | -75.6% | +122.3% | +45.2% |
| All | +102.8% | -44.4% | +147.2% | +106.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling