-46.7%
QS vs EL
-50.5%
+3.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.3% | +1.6% |
| 7D | -3.6% | -6.5% | +2.8% | -0.5% |
| 30D | -17.2% | +11.1% | -28.4% | -21.8% |
| 3M | -27.0% | +10.7% | -37.7% | -30.8% |
| 6M | -24.6% | +6.9% | -31.4% | -28.5% |
| YTD | -49.3% | -6.3% | -43.0% | -49.6% |
| 1Y | -40.3% | +13.5% | -53.8% | -46.5% |
| 3Y | -23.8% | -33.1% | +9.3% | -15.5% |
| 5Y | -75.0% | -68.8% | -6.2% | -58.0% |
| All | -46.7% | -50.5% | +3.8% | +9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling