-47.7%
QS vs ED
+80.8%
-128.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -1.0% |
| 7D | -5.0% | -1.9% | -3.1% | -5.4% |
| 30D | -18.3% | +0.1% | -18.4% | -18.2% |
| 3M | -26.0% | 0.0% | -26.0% | -25.8% |
| 6M | -24.0% | -2.5% | -21.5% | -24.0% |
| YTD | -50.3% | +10.1% | -60.4% | -49.2% |
| 1Y | -38.0% | +13.6% | -51.6% | -36.4% |
| 3Y | -24.6% | +32.4% | -57.0% | -24.1% |
| 5Y | -75.4% | +69.9% | -145.3% | -70.7% |
| All | -47.7% | +80.8% | -128.4% | -37.1% |
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