-44.6%
QS vs EL
-47.1%
+2.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.0% | -2.4% | -0.9% |
| 7D | -2.3% | +0.8% | -3.1% | -2.7% |
| 30D | -0.7% | +19.8% | -20.6% | -9.5% |
| 3M | -39.6% | +25.7% | -65.4% | -46.2% |
| 6M | -21.7% | +5.4% | -27.2% | -25.3% |
| YTD | -47.4% | +0.2% | -47.6% | -49.3% |
| 1Y | -28.4% | +20.4% | -48.8% | -37.6% |
| 3Y | -22.6% | -32.1% | +9.5% | -13.8% |
| 5Y | -75.6% | -67.2% | -8.4% | -60.4% |
| All | -44.6% | -47.1% | +2.4% | +10.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling