+156.7%
B vs QSR
+40.6%
+116.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.9% | -2.3% |
| 7D | -5.0% | -4.7% | -0.3% | -3.7% |
| 30D | +8.7% | +4.3% | +4.4% | +7.6% |
| 3M | +17.3% | +5.4% | +11.9% | +15.6% |
| 6M | -5.0% | +8.2% | -13.2% | -7.7% |
| YTD | +1.4% | +14.1% | -12.7% | -3.1% |
| 1Y | +50.5% | +28.1% | +22.4% | +38.4% |
| 3Y | +194.4% | +25.3% | +169.1% | +172.1% |
| 5Y | +156.7% | +40.4% | +116.3% | +124.7% |
| All | +156.7% | +40.6% | +116.1% | +124.7% |
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