-71.3%
QS vs EXEL
+92.4%
-163.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.6% | +6.9% | +7.3% |
| 7D | +4.5% | +9.8% | -5.3% | +0.7% |
| 30D | -4.1% | +23.6% | -27.7% | -11.7% |
| 3M | -22.1% | +29.9% | -52.1% | -30.1% |
| 6M | -38.4% | +64.7% | -103.1% | -51.3% |
| YTD | -57.5% | +66.0% | -123.5% | -67.3% |
| 1Y | -71.3% | +92.0% | -163.3% | -81.2% |
| All | -71.3% | +92.4% | -163.7% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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