-44.6%
QS vs ED
+81.7%
-126.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.2% |
| 7D | -2.3% | -0.2% | -2.1% | -2.4% |
| 30D | -0.7% | -0.1% | -0.6% | -0.6% |
| 3M | -39.6% | +3.9% | -43.6% | -38.9% |
| 6M | -21.7% | -3.0% | -18.7% | -21.7% |
| YTD | -47.4% | +10.7% | -58.1% | -46.2% |
| 1Y | -28.4% | +13.3% | -41.7% | -26.4% |
| 3Y | -22.6% | +34.5% | -57.1% | -22.0% |
| 5Y | -75.6% | +67.1% | -142.7% | -71.2% |
| All | -44.6% | +81.7% | -126.4% | -33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling