+175.5%
EXE vs QS
-88.9%
+264.4%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.0% | +0.3% |
| 7D | -2.2% | -5.0% | +2.8% | -2.0% |
| 30D | -0.8% | -18.3% | +17.5% | +0.1% |
| 3M | +10.0% | -26.0% | +36.0% | +11.2% |
| 6M | -6.3% | -24.0% | +17.7% | -5.8% |
| YTD | -10.7% | -50.3% | +39.6% | -8.4% |
| 1Y | +2.7% | -38.0% | +40.6% | +3.1% |
| 3Y | +19.1% | -24.6% | +43.7% | +13.2% |
| 5Y | +105.4% | -75.4% | +180.9% | +100.3% |
| All | +175.5% | -88.9% | +264.4% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling