+44.3%
EXPE vs QS
-88.0%
+132.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.4% | +7.8% | +3.3% |
| 7D | -17.8% | -5.0% | -12.8% | -17.1% |
| 30D | -3.2% | -1.4% | -1.8% | -3.1% |
| 3M | -19.0% | -33.6% | +14.6% | -13.8% |
| 6M | +17.7% | -47.6% | +65.3% | +28.4% |
| YTD | -7.8% | -59.6% | +51.8% | +3.8% |
| 1Y | -1.4% | -73.5% | +72.2% | +19.0% |
| 3Y | +121.9% | -23.0% | +145.0% | +78.5% |
| 5Y | +44.3% | -89.4% | +133.7% | +95.5% |
| All | +44.3% | -88.0% | +132.3% | +95.5% |
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 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