-47.7%
QS vs EXEL
+159.4%
-207.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.4% |
| 7D | -5.0% | -2.9% | -2.1% | -4.3% |
| 30D | -18.3% | +11.9% | -30.2% | -20.6% |
| 3M | -26.0% | +9.2% | -35.2% | -27.9% |
| 6M | -24.0% | +39.1% | -63.1% | -30.4% |
| YTD | -50.3% | +31.0% | -81.3% | -53.9% |
| 1Y | -38.0% | +52.3% | -90.3% | -44.6% |
| 3Y | -24.6% | +159.7% | -184.3% | -43.9% |
| 5Y | -75.4% | +187.7% | -263.2% | -82.6% |
| All | -47.7% | +159.4% | -207.1% | -59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling