+104.9%
EXE vs QS
-75.6%
+180.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -6.6% | +5.0% | -1.3% |
| 7D | -2.7% | -4.2% | +1.5% | -2.5% |
| 30D | -0.4% | -15.7% | +15.3% | +0.4% |
| 3M | +9.5% | -28.7% | +38.2% | +11.0% |
| 6M | -9.3% | -23.2% | +13.9% | -8.8% |
| YTD | -10.9% | -49.9% | +39.0% | -8.4% |
| 1Y | +4.3% | -38.8% | +43.1% | +4.8% |
| 3Y | +18.8% | -24.0% | +42.8% | +11.9% |
| All | +104.9% | -75.6% | +180.5% | +105.4% |
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