-23.2%
QS vs ET
+21.1%
-44.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -6.0% |
| 7D | -4.2% | +0.6% | -4.9% | -3.7% |
| 30D | -15.7% | +5.3% | -21.0% | -11.9% |
| 3M | -28.7% | +15.6% | -44.3% | -19.6% |
| 6M | -23.2% | +20.6% | -43.9% | -11.5% |
| All | -23.2% | +21.1% | -44.4% | -11.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling