-47.3%
QS vs ET
+428.8%
-476.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.8% | -7.4% | -7.0% |
| 7D | -4.2% | +0.6% | -4.9% | -4.5% |
| 30D | -15.7% | +5.3% | -21.0% | -17.7% |
| 3M | -28.7% | +15.6% | -44.3% | -33.7% |
| 6M | -23.2% | +20.6% | -43.9% | -30.4% |
| YTD | -49.9% | +38.5% | -88.4% | -57.6% |
| 1Y | -38.8% | +35.7% | -74.5% | -47.7% |
| 3Y | -24.0% | +98.4% | -122.4% | -46.8% |
| 5Y | -75.6% | +245.3% | -320.9% | -85.5% |
| All | -47.3% | +428.8% | -476.1% | -69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling