-75.6%
QS vs EXEL
+194.6%
-270.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.1% | -7.8% | -7.0% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | -15.7% | +10.1% | -25.8% | -18.3% |
| 3M | -28.7% | +10.1% | -38.8% | -31.2% |
| 6M | -23.2% | +37.7% | -60.9% | -31.2% |
| YTD | -49.9% | +33.1% | -83.0% | -54.7% |
| 1Y | -38.8% | +52.4% | -91.2% | -47.2% |
| 3Y | -24.0% | +163.8% | -187.8% | -51.0% |
| 5Y | -75.6% | +198.5% | -274.1% | -88.3% |
| All | -75.6% | +194.6% | -270.2% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling