+116.1%
ALL vs QSR
+43.4%
+72.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.7% | +0.5% |
| 7D | -2.2% | -2.4% | +0.1% | -1.6% |
| 30D | -5.6% | +5.7% | -11.3% | -7.1% |
| 3M | +17.2% | +6.9% | +10.3% | +14.7% |
| 6M | +23.2% | +6.9% | +16.4% | +20.3% |
| YTD | +23.6% | +14.9% | +8.7% | +17.9% |
| 1Y | +29.2% | +29.1% | +0.1% | +18.5% |
| 3Y | +153.8% | +26.1% | +127.7% | +129.5% |
| 5Y | +116.1% | +42.3% | +73.8% | +79.3% |
| All | +116.1% | +43.4% | +72.6% | +79.3% |
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