-71.3%
QS vs EFV
+25.8%
-97.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +3.1% | +4.4% | +1.2% |
| 7D | +4.5% | +2.9% | +1.6% | -1.3% |
| 30D | -4.1% | +3.6% | -7.7% | -10.6% |
| 3M | -22.1% | -0.1% | -22.0% | -21.7% |
| 6M | -38.4% | +9.6% | -48.0% | -47.4% |
| YTD | -57.5% | +17.0% | -74.5% | -67.9% |
| 1Y | -71.3% | +25.7% | -97.0% | -80.5% |
| All | -71.3% | +25.8% | -97.1% | -80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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