-75.5%
QS vs ET
+244.6%
-320.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -5.0% | +1.4% | -6.3% | -5.8% |
| 30D | -18.3% | +4.6% | -22.9% | -20.9% |
| 3M | -26.0% | +16.0% | -42.0% | -34.0% |
| 6M | -24.0% | +22.8% | -46.9% | -35.5% |
| YTD | -50.3% | +38.9% | -89.1% | -61.6% |
| 1Y | -38.0% | +34.1% | -72.0% | -50.9% |
| 3Y | -24.6% | +98.8% | -123.4% | -59.5% |
| All | -75.5% | +244.6% | -320.1% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling