+61.8%
BA vs QSR
+207.3%
-145.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.4% |
| 7D | -1.4% | -2.2% | +0.8% | -0.1% |
| 30D | -7.9% | +7.8% | -15.7% | -12.3% |
| 3M | -25.2% | +5.5% | -30.6% | -28.1% |
| 6M | -26.7% | -0.2% | -26.5% | -27.6% |
| YTD | -19.6% | +15.4% | -35.0% | -28.3% |
| 1Y | -10.6% | +15.3% | -25.9% | -20.5% |
| 3Y | -11.2% | +23.7% | -35.0% | -28.0% |
| 5Y | -20.4% | +60.4% | -80.8% | -47.0% |
| 10Y | +26.8% | +142.2% | -115.5% | -31.3% |
| All | +61.8% | +207.3% | -145.5% | -17.5% |
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