+88.3%
EXPE vs QS
-74.8%
+163.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.6% | +5.9% | +0.3% |
| 7D | -11.5% | -4.2% | -7.3% | -11.0% |
| 30D | -13.1% | -15.7% | +2.6% | -10.9% |
| 3M | +18.1% | -28.7% | +46.8% | +23.2% |
| 6M | +13.3% | -23.2% | +36.5% | +15.4% |
| YTD | -3.2% | -49.9% | +46.7% | +5.0% |
| 1Y | +26.1% | -38.8% | +65.0% | +28.1% |
| 3Y | +151.7% | -24.0% | +175.7% | +111.8% |
| 5Y | +88.3% | -75.6% | +163.9% | +84.1% |
| All | +88.3% | -74.8% | +163.1% | +84.1% |
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