+199.9%
B vs QSR
+133.7%
+66.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.4% |
| 7D | -5.0% | -4.7% | -0.3% | -4.1% |
| 30D | +8.7% | +4.3% | +4.4% | +7.9% |
| 3M | +17.3% | +5.4% | +11.9% | +16.1% |
| 6M | -5.0% | +8.2% | -13.2% | -6.8% |
| YTD | +1.4% | +14.1% | -12.7% | -1.6% |
| 1Y | +50.5% | +28.1% | +22.4% | +42.6% |
| 3Y | +194.4% | +25.3% | +169.1% | +179.6% |
| 5Y | +156.7% | +40.4% | +116.3% | +138.1% |
| All | +199.9% | +133.7% | +66.1% | +119.0% |
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