+60.7%
BA vs QSR
+211.2%
-150.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.4% | +0.5% |
| 7D | 0.0% | +4.5% | -4.4% | -2.7% |
| 30D | -8.9% | +9.4% | -18.3% | -14.1% |
| 3M | -25.5% | +7.5% | -33.0% | -29.3% |
| 6M | -27.0% | -0.8% | -26.1% | -27.5% |
| YTD | -20.1% | +16.9% | -37.0% | -29.3% |
| 1Y | -11.0% | +16.3% | -27.3% | -21.2% |
| 3Y | -11.8% | +25.3% | -37.1% | -29.1% |
| 5Y | -20.6% | +60.4% | -81.0% | -47.1% |
| 10Y | +26.6% | +139.2% | -112.6% | -31.4% |
| All | +60.7% | +211.2% | -150.5% | -18.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling