-71.3%
QS vs EOSE
-85.5%
+14.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +12.6% | -5.1% | +3.8% |
| 7D | +4.5% | +9.7% | -5.3% | +1.5% |
| 30D | -4.1% | -34.6% | +30.4% | +6.6% |
| 3M | -22.1% | -50.8% | +28.7% | -7.5% |
| 6M | -38.4% | -66.5% | +28.1% | -19.5% |
| YTD | -57.5% | -81.3% | +23.8% | -40.1% |
| 1Y | -71.3% | -84.8% | +13.5% | -57.0% |
| All | -71.3% | -85.5% | +14.2% | -57.0% |
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