-40.3%
QS vs EOSE
-42.0%
+1.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +2.3% |
| 7D | -3.6% | +1.8% | -5.5% | -4.4% |
| 30D | -17.2% | -6.8% | -10.4% | -16.1% |
| 3M | -27.0% | -36.3% | +9.3% | -16.7% |
| 6M | -24.6% | -38.8% | +14.2% | -15.3% |
| YTD | -49.3% | -65.5% | +16.2% | -35.2% |
| 1Y | -40.3% | -45.3% | +5.0% | -44.4% |
| All | -40.3% | -42.0% | +1.7% | -44.4% |
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