-2.8%
EXPE vs QS
-74.4%
+71.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -0.6% |
| 7D | -0.5% | -14.0% | +13.5% | +1.0% |
| 30D | -6.1% | -6.4% | +0.3% | -5.2% |
| 3M | -21.3% | -40.3% | +18.9% | -18.2% |
| 6M | +19.0% | -57.5% | +76.5% | +25.8% |
| YTD | -8.4% | -64.7% | +56.3% | -3.8% |
| 1Y | -2.8% | -72.9% | +70.1% | +5.0% |
| All | -2.8% | -74.4% | +71.7% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling