-88.6%
QS vs EXPD
+55.6%
-144.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.3% | +6.4% | +5.7% |
| 7D | +5.4% | -7.2% | +12.6% | +10.7% |
| 30D | -5.3% | -3.3% | -2.0% | -3.3% |
| 3M | -22.6% | +3.4% | -26.0% | -24.9% |
| 6M | -46.2% | +22.7% | -68.9% | -54.3% |
| YTD | -58.9% | +24.5% | -83.5% | -66.3% |
| 1Y | -73.1% | +38.6% | -111.7% | -79.8% |
| 3Y | -27.2% | +71.5% | -98.7% | -58.0% |
| All | -88.6% | +55.6% | -144.2% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling