-44.6%
QS vs EXEL
+166.5%
-211.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.3% | +8.4% | -10.7% | -4.3% |
| 30D | -0.7% | +4.1% | -4.8% | -1.9% |
| 3M | -39.6% | +12.4% | -52.1% | -41.6% |
| 6M | -21.7% | +41.5% | -63.3% | -28.6% |
| YTD | -47.4% | +34.6% | -82.0% | -51.5% |
| 1Y | -28.4% | +57.9% | -86.2% | -36.6% |
| 3Y | -22.6% | +159.5% | -182.1% | -42.3% |
| 5Y | -75.6% | +198.5% | -274.1% | -82.9% |
| All | -44.6% | +166.5% | -211.2% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling