+247.4%
A vs QSR
+135.2%
+112.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.6% | +2.0% | +2.5% |
| 7D | -2.6% | -4.0% | +1.4% | -1.3% |
| 30D | -0.9% | +2.8% | -3.6% | -1.8% |
| 3M | +13.6% | +5.1% | +8.5% | +11.5% |
| 6M | +27.8% | +8.8% | +19.0% | +23.7% |
| YTD | +8.6% | +14.8% | -6.2% | +3.0% |
| 1Y | +16.9% | +25.7% | -8.9% | +7.3% |
| 3Y | +32.9% | +27.5% | +5.4% | +20.1% |
| 5Y | -14.1% | +41.3% | -55.4% | -25.8% |
| All | +247.4% | +135.2% | +112.2% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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