-71.3%
QS vs ET
+24.7%
-96.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -3.5% | +11.0% | +6.1% |
| 7D | +4.5% | -6.0% | +10.5% | +2.2% |
| 30D | -4.1% | -6.1% | +2.0% | -5.8% |
| 3M | -22.1% | -2.7% | -19.5% | -23.0% |
| 6M | -38.4% | +0.2% | -38.6% | -38.9% |
| YTD | -57.5% | +24.3% | -81.8% | -62.9% |
| 1Y | -71.3% | +26.4% | -97.7% | -75.5% |
| All | -71.3% | +24.7% | -96.0% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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