+672.3%
AU vs QSR
+135.2%
+537.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -4.3% | -4.0% | -0.3% | -3.4% |
| 30D | +7.3% | +2.8% | +4.6% | +6.8% |
| 3M | +26.3% | +5.1% | +21.2% | +25.0% |
| 6M | +1.8% | +8.8% | -7.0% | -0.3% |
| YTD | +26.8% | +14.8% | +12.0% | +22.7% |
| 1Y | +66.7% | +25.7% | +41.0% | +58.2% |
| 3Y | +579.1% | +27.5% | +551.5% | +540.5% |
| 5Y | +689.3% | +41.3% | +648.1% | +627.2% |
| All | +672.3% | +135.2% | +537.1% | +444.4% |
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