-16.3%
A vs QSR
+40.6%
-56.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -0.9% |
| 7D | -4.6% | -4.7% | +0.1% | -2.8% |
| 30D | -4.3% | +4.3% | -8.6% | -5.9% |
| 3M | +8.9% | +5.4% | +3.5% | +6.4% |
| 6M | +24.5% | +8.2% | +16.4% | +19.9% |
| YTD | +5.8% | +14.1% | -8.3% | -0.7% |
| 1Y | +16.2% | +28.1% | -11.9% | +3.4% |
| 3Y | +28.5% | +25.3% | +3.2% | +12.5% |
| 5Y | -16.3% | +40.4% | -56.7% | -36.5% |
| All | -16.3% | +40.6% | -56.9% | -36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling