-43.5%
QS vs EFV
+151.3%
-194.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +3.0% |
| 7D | +2.2% | +1.0% | +1.2% | +0.7% |
| 30D | -8.1% | +0.2% | -8.2% | -8.3% |
| 3M | -27.0% | +9.6% | -36.6% | -35.9% |
| 6M | -16.4% | +14.0% | -30.5% | -29.7% |
| YTD | -46.4% | +18.5% | -64.8% | -56.9% |
| 1Y | -41.1% | +27.9% | -69.0% | -57.3% |
| 3Y | -18.6% | +92.4% | -111.1% | -65.4% |
| 5Y | -73.0% | +97.2% | -170.2% | -89.3% |
| All | -43.5% | +151.3% | -194.9% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling