+96.7%
BA vs QSR
+218.5%
-121.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.9% |
| 7D | +1.2% | +2.4% | -1.3% | -0.4% |
| 30D | -11.6% | +7.6% | -19.3% | -15.8% |
| 3M | -2.4% | +12.6% | -15.0% | -10.1% |
| 6M | -6.6% | +14.4% | -21.0% | -15.3% |
| YTD | -2.2% | +19.6% | -21.9% | -14.4% |
| 1Y | -8.0% | +33.9% | -41.9% | -25.8% |
| 3Y | -5.0% | +27.1% | -32.1% | -24.2% |
| 5Y | -2.7% | +48.5% | -51.3% | -31.3% |
| 10Y | +75.9% | +126.2% | -50.3% | -3.7% |
| All | +96.7% | +218.5% | -121.8% | -1.5% |
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