+153.5%
EXPE vs QS
-19.7%
+173.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.0% | -9.9% | -8.1% |
| 7D | -9.8% | +2.2% | -11.9% | -9.9% |
| 30D | -11.5% | -8.1% | -3.4% | -10.9% |
| 3M | +21.7% | -27.0% | +48.7% | +24.5% |
| 6M | +10.4% | -16.4% | +26.8% | +10.7% |
| YTD | -2.5% | -46.4% | +43.8% | +1.5% |
| 1Y | +27.3% | -41.1% | +68.4% | +29.3% |
| 3Y | +153.5% | -18.6% | +172.1% | +126.5% |
| All | +153.5% | -19.7% | +173.2% | +126.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling