-90.0%
QS vs EL
-65.5%
-24.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.6% | -6.2% | -7.0% |
| 7D | -5.6% | +2.7% | -8.3% | -6.7% |
| 30D | -5.8% | +10.8% | -16.6% | -10.4% |
| 3M | -39.2% | +26.5% | -65.7% | -46.6% |
| 6M | -53.9% | +31.1% | -85.0% | -60.5% |
| YTD | -62.8% | +6.6% | -69.4% | -65.4% |
| 1Y | -73.5% | +21.8% | -95.3% | -77.2% |
| 3Y | -29.1% | +1.8% | -30.8% | -39.6% |
| 5Y | -90.0% | -65.6% | -24.4% | -80.0% |
| All | -90.0% | -65.5% | -24.5% | -80.0% |
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