-21.7%
QS vs EXPD
+68.7%
-90.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.2% |
| 7D | -2.3% | -1.1% | -1.2% | -1.8% |
| 30D | -0.7% | +4.1% | -4.8% | -2.5% |
| 3M | -39.6% | +17.9% | -57.6% | -44.1% |
| 6M | -21.7% | +29.2% | -50.9% | -31.1% |
| YTD | -47.4% | +27.4% | -74.8% | -53.5% |
| 1Y | -28.4% | +56.8% | -85.2% | -44.0% |
| All | -21.7% | +68.7% | -90.4% | -47.0% |
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