+361.5%
ALL vs QSR
+135.2%
+226.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.6% |
| 7D | -2.3% | -4.0% | +1.7% | -0.9% |
| 30D | -0.4% | +2.8% | -3.2% | -1.4% |
| 3M | +16.0% | +5.1% | +10.9% | +13.8% |
| 6M | +24.6% | +8.8% | +15.8% | +20.4% |
| YTD | +23.7% | +14.8% | +8.8% | +17.0% |
| 1Y | +27.7% | +25.7% | +2.0% | +16.8% |
| 3Y | +150.2% | +27.5% | +122.7% | +123.7% |
| 5Y | +117.1% | +41.3% | +75.8% | +84.3% |
| All | +361.5% | +135.2% | +226.3% | +232.2% |
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