-33.5%
QS vs EXPD
+75.3%
-108.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.7% | -5.0% |
| 7D | -14.0% | +5.5% | -19.5% | -15.8% |
| 30D | -6.4% | -0.8% | -5.6% | -6.2% |
| 3M | -40.3% | +4.1% | -44.4% | -41.4% |
| 6M | -57.5% | +25.7% | -83.2% | -61.6% |
| YTD | -64.7% | +31.4% | -96.1% | -68.9% |
| 1Y | -72.9% | +42.2% | -115.1% | -77.0% |
| 3Y | -33.5% | +77.2% | -110.6% | -57.3% |
| All | -33.5% | +75.3% | -108.7% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling