-62.8%
QS vs EL
-43.1%
-19.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.1% | -6.3% | -5.7% |
| 7D | -14.0% | +1.5% | -15.6% | -14.6% |
| 30D | -6.4% | +10.0% | -16.4% | -10.2% |
| 3M | -40.3% | +28.4% | -68.7% | -47.4% |
| 6M | -57.5% | +37.1% | -94.6% | -63.9% |
| YTD | -64.7% | +7.8% | -72.5% | -67.2% |
| 1Y | -72.9% | +26.0% | -98.9% | -76.8% |
| 3Y | -33.5% | +3.8% | -37.3% | -42.6% |
| 5Y | -90.5% | -65.2% | -25.3% | -85.1% |
| All | -62.8% | -43.1% | -19.8% | -28.4% |
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