-43.5%
QS vs EVRG
+95.8%
-139.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | +2.2% | +0.9% | +1.3% | +2.1% |
| 30D | -8.1% | -0.5% | -7.5% | -8.0% |
| 3M | -27.0% | +1.5% | -28.5% | -27.5% |
| 6M | -16.4% | +1.2% | -17.6% | -17.0% |
| YTD | -46.4% | +16.3% | -62.7% | -48.4% |
| 1Y | -41.1% | +20.3% | -61.4% | -43.7% |
| 3Y | -18.6% | +72.3% | -90.9% | -31.3% |
| 5Y | -73.0% | +46.7% | -119.7% | -76.8% |
| All | -43.5% | +95.8% | -139.3% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling