+371.6%
ALL vs QSR
+137.6%
+234.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.4% | +0.4% |
| 7D | +5.0% | -2.9% | +8.0% | +6.1% |
| 30D | +13.3% | +4.1% | +9.2% | +11.7% |
| 3M | +3.2% | -0.7% | +3.8% | +3.2% |
| 6M | +25.3% | +0.4% | +24.9% | +24.6% |
| YTD | +30.5% | +13.5% | +16.9% | +23.7% |
| 1Y | +29.2% | +11.0% | +18.2% | +23.4% |
| 3Y | +119.1% | +22.0% | +97.1% | +98.7% |
| 5Y | +162.6% | +57.1% | +105.6% | +113.6% |
| All | +371.6% | +137.6% | +234.0% | +241.2% |
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