-27.2%
QS vs EXPD
+68.8%
-96.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +5.0% |
| 7D | +5.4% | -7.2% | +12.6% | +8.3% |
| 30D | -5.3% | -3.3% | -2.0% | -4.2% |
| 3M | -22.6% | +3.4% | -26.0% | -23.8% |
| 6M | -46.2% | +22.7% | -68.9% | -50.8% |
| YTD | -58.9% | +24.5% | -83.5% | -62.9% |
| 1Y | -73.1% | +38.6% | -111.7% | -76.9% |
| 3Y | -27.2% | +71.5% | -98.7% | -48.0% |
| All | -27.2% | +68.8% | -96.0% | -48.0% |
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