-56.9%
QS vs EOSE
-60.2%
+3.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.9% | +3.1% | +0.1% |
| 7D | -5.0% | +14.0% | -19.0% | -7.8% |
| 30D | -18.3% | -5.9% | -12.4% | -17.8% |
| 3M | -26.0% | -34.3% | +8.3% | -20.3% |
| 6M | -24.0% | -37.8% | +13.7% | -18.9% |
| YTD | -50.3% | -65.2% | +14.9% | -42.3% |
| 1Y | -38.0% | -41.9% | +4.0% | -34.3% |
| 3Y | -24.6% | +44.6% | -69.2% | -42.4% |
| 5Y | -75.4% | -69.2% | -6.2% | -81.9% |
| All | -56.9% | -60.2% | +3.4% | -73.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling