-89.4%
QS vs ED
+82.4%
-171.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | -5.0% | -0.9% | -4.0% | -5.1% |
| 30D | -1.4% | +11.2% | -12.6% | +0.2% |
| 3M | -33.6% | +11.8% | -45.4% | -32.4% |
| 6M | -47.6% | +14.1% | -61.7% | -46.6% |
| YTD | -59.6% | +23.0% | -82.6% | -58.9% |
| 1Y | -73.5% | +23.7% | -97.2% | -73.1% |
| 3Y | -23.0% | +47.7% | -70.8% | -29.0% |
| 5Y | -89.4% | +82.6% | -172.0% | -90.4% |
| All | -89.4% | +82.4% | -171.8% | -90.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling