-75.6%
QS vs EL
-68.4%
-7.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.9% | -3.7% | -5.1% |
| 7D | -4.2% | -2.4% | -1.9% | -3.0% |
| 30D | -15.7% | +13.7% | -29.3% | -21.6% |
| 3M | -28.7% | +14.5% | -43.2% | -33.8% |
| 6M | -23.2% | +7.4% | -30.6% | -27.8% |
| YTD | -49.9% | -4.7% | -45.2% | -50.7% |
| 1Y | -38.8% | +12.9% | -51.7% | -45.6% |
| 3Y | -24.0% | -32.2% | +8.2% | -14.4% |
| 5Y | -75.6% | -68.4% | -7.2% | -45.8% |
| All | -75.6% | -68.4% | -7.2% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling