-71.3%
QS vs EL
+25.6%
-96.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +6.3% | +1.2% | +5.2% |
| 7D | +4.5% | +2.5% | +2.0% | +3.5% |
| 30D | -4.1% | +20.1% | -24.2% | -10.1% |
| 3M | -22.1% | +29.3% | -51.4% | -29.1% |
| 6M | -38.4% | +38.8% | -77.1% | -45.4% |
| YTD | -57.5% | +8.1% | -65.6% | -61.0% |
| 1Y | -71.3% | +22.3% | -93.7% | -75.3% |
| All | -71.3% | +25.6% | -96.9% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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