-73.5%
QS vs ED
+24.2%
-97.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.1% | -8.0% | -7.7% |
| 7D | -5.6% | -1.7% | -3.9% | -7.1% |
| 30D | -5.8% | +10.7% | -16.5% | +5.8% |
| 3M | -39.2% | +11.6% | -50.8% | -31.0% |
| 6M | -53.9% | +13.5% | -67.4% | -45.8% |
| YTD | -62.8% | +23.1% | -85.9% | -51.3% |
| 1Y | -73.5% | +23.1% | -96.6% | -64.4% |
| All | -73.5% | +24.2% | -97.7% | -64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling