-53.8%
QS vs EXPD
+135.3%
-189.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.7% | +4.1% | +5.0% |
| 7D | +13.7% | -5.5% | +19.2% | +17.7% |
| 30D | -0.2% | -1.9% | +1.7% | +0.9% |
| 3M | -24.8% | +6.1% | -30.9% | -28.1% |
| 6M | -39.4% | +21.6% | -61.0% | -47.4% |
| YTD | -56.1% | +27.9% | -84.0% | -64.0% |
| 1Y | -72.5% | +39.4% | -111.9% | -78.9% |
| 3Y | -16.3% | +72.7% | -89.0% | -48.2% |
| 5Y | -87.6% | +60.3% | -147.9% | -92.3% |
| All | -53.8% | +135.3% | -189.1% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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