-28.4%
QS vs EVRG
+17.4%
-45.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.3% |
| 7D | -2.3% | +1.1% | -3.4% | -1.7% |
| 30D | -0.7% | -1.0% | +0.3% | -1.2% |
| 3M | -39.6% | +0.4% | -40.1% | -39.8% |
| 6M | -21.7% | -0.8% | -20.9% | -22.2% |
| YTD | -47.4% | +15.3% | -62.7% | -45.6% |
| 1Y | -28.4% | +17.9% | -46.3% | -2.4% |
| All | -28.4% | +17.4% | -45.8% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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