+201.8%
EXPE vs QS
-60.6%
+262.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.8% | +8.3% | +1.3% |
| 7D | -4.2% | -5.6% | +1.4% | -3.8% |
| 30D | -4.5% | -5.8% | +1.3% | -4.0% |
| 3M | -19.7% | -39.2% | +19.5% | -15.9% |
| 6M | +18.3% | -53.9% | +72.2% | +26.3% |
| YTD | -7.3% | -62.8% | +55.4% | +0.4% |
| 1Y | -3.9% | -73.5% | +69.6% | +7.5% |
| 3Y | +123.0% | -29.1% | +152.1% | +107.2% |
| 5Y | +47.9% | -90.0% | +137.9% | +49.9% |
| All | +201.8% | -60.6% | +262.4% | +206.5% |
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