-90.0%
QS vs EXEL
+289.1%
-379.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.2% | -6.6% | -7.4% |
| 7D | -5.6% | +1.6% | -7.2% | -6.0% |
| 30D | -5.8% | +17.4% | -23.2% | -10.7% |
| 3M | -39.2% | +38.6% | -77.8% | -45.6% |
| 6M | -53.9% | +41.2% | -95.1% | -59.4% |
| YTD | -62.8% | +59.3% | -122.1% | -68.7% |
| 1Y | -73.5% | +60.2% | -133.7% | -77.7% |
| 3Y | -29.1% | +232.6% | -261.6% | -60.8% |
| 5Y | -90.0% | +285.9% | -375.9% | -95.3% |
| All | -90.0% | +289.1% | -379.1% | -95.3% |
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