-60.8%
QS vs ED
+102.1%
-163.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.1% | -8.0% | -7.8% |
| 7D | -5.6% | -1.7% | -3.9% | -6.0% |
| 30D | -5.8% | +10.7% | -16.5% | -3.3% |
| 3M | -39.2% | +11.6% | -50.8% | -37.4% |
| 6M | -53.9% | +13.5% | -67.4% | -52.2% |
| YTD | -62.8% | +23.1% | -85.9% | -60.8% |
| 1Y | -73.5% | +23.1% | -96.6% | -72.1% |
| 3Y | -29.1% | +47.9% | -77.0% | -26.5% |
| 5Y | -90.0% | +83.9% | -173.9% | -88.0% |
| All | -60.8% | +102.1% | -163.0% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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