-73.0%
QS vs ED
+71.7%
-144.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +2.2% |
| 7D | +2.2% | +0.5% | +1.7% | +2.3% |
| 30D | -8.1% | +1.1% | -9.2% | -7.8% |
| 3M | -27.0% | +4.6% | -31.7% | -26.5% |
| 6M | -16.4% | -2.0% | -14.5% | -16.2% |
| YTD | -46.4% | +11.7% | -58.0% | -45.8% |
| 1Y | -41.1% | +15.7% | -56.8% | -40.6% |
| 3Y | -18.6% | +34.4% | -53.0% | -23.7% |
| 5Y | -73.0% | +67.3% | -140.4% | -69.9% |
| All | -73.0% | +71.7% | -144.7% | -69.9% |
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