+153.4%
EXE vs QS
-92.1%
+245.5%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.2% | +6.0% | +1.1% |
| 7D | +5.3% | -14.0% | +19.3% | +6.0% |
| 30D | -2.2% | -6.4% | +4.2% | -2.0% |
| 3M | -5.9% | -40.3% | +34.4% | -3.8% |
| 6M | -5.7% | -57.5% | +51.8% | -2.5% |
| YTD | -17.8% | -64.7% | +46.8% | -14.5% |
| 1Y | -23.1% | -72.9% | +49.8% | -18.9% |
| 3Y | +21.2% | -33.5% | +54.6% | +15.1% |
| 5Y | +78.8% | -90.5% | +169.3% | +79.7% |
| All | +153.4% | -92.1% | +245.5% | +155.3% |
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 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