-28.4%
QS vs EL
+14.8%
-43.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.5% |
| 7D | -2.3% | +0.8% | -3.1% | -2.6% |
| 30D | -0.7% | +19.8% | -20.6% | -7.1% |
| 3M | -39.6% | +25.7% | -65.4% | -44.4% |
| 6M | -21.7% | +5.4% | -27.2% | -24.7% |
| YTD | -47.4% | +0.2% | -47.6% | -49.0% |
| 1Y | -28.4% | +20.4% | -48.8% | -27.2% |
| All | -28.4% | +14.8% | -43.1% | -27.2% |
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