-28.4%
QS vs EOSE
-49.1%
+20.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +10.9% | -10.3% | -3.3% |
| 7D | -2.3% | +19.0% | -21.3% | -9.1% |
| 30D | -0.7% | +1.6% | -2.3% | -2.3% |
| 3M | -39.6% | -52.0% | +12.3% | -23.8% |
| 6M | -21.7% | -42.5% | +20.8% | -10.0% |
| YTD | -47.4% | -66.1% | +18.7% | -32.4% |
| 1Y | -28.4% | -47.1% | +18.8% | -20.8% |
| All | -28.4% | -49.1% | +20.7% | -20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling