-10.3%
BA vs QSR
+25.9%
-36.2%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +1.1% | +7.3% | -6.2% | -0.2% |
| 30D | -7.9% | +11.9% | -19.8% | -9.8% |
| 3M | -25.3% | +7.5% | -32.8% | -26.4% |
| 6M | -24.6% | +2.5% | -27.0% | -25.1% |
| YTD | -20.1% | +17.0% | -37.1% | -22.9% |
| 1Y | -11.8% | +18.1% | -29.9% | -15.1% |
| All | -10.3% | +25.9% | -36.2% | -12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling