+214.8%
B vs QSR
+137.6%
+77.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -7.3% | -2.9% | -4.4% | -6.8% |
| 30D | -3.3% | +4.1% | -7.5% | -4.1% |
| 3M | -7.8% | -0.7% | -7.1% | -7.7% |
| 6M | -15.5% | +0.4% | -16.0% | -15.7% |
| YTD | -12.3% | +13.5% | -25.8% | -14.7% |
| 1Y | +5.4% | +11.0% | -5.6% | +2.8% |
| 3Y | +165.5% | +22.0% | +143.5% | +153.9% |
| 5Y | +107.0% | +57.1% | +50.0% | +90.0% |
| All | +214.8% | +137.6% | +77.2% | +150.4% |
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