-47.7%
QS vs EFV
+148.3%
-196.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.3% |
| 7D | -5.0% | -2.0% | -3.0% | -2.1% |
| 30D | -18.3% | -0.2% | -18.1% | -18.0% |
| 3M | -26.0% | +9.1% | -35.1% | -34.6% |
| 6M | -24.0% | +11.7% | -35.7% | -34.1% |
| YTD | -50.3% | +17.0% | -67.3% | -59.3% |
| 1Y | -38.0% | +26.7% | -64.7% | -54.4% |
| 3Y | -24.6% | +90.2% | -114.8% | -67.4% |
| 5Y | -75.4% | +96.1% | -171.5% | -90.0% |
| All | -47.7% | +148.3% | -196.0% | -80.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling