+202.5%
BAH vs QSR
+135.2%
+67.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +4.3% | -4.0% | +8.3% | +5.2% |
| 30D | -2.5% | +2.8% | -5.2% | -3.1% |
| 3M | -0.9% | +5.1% | -6.0% | -2.2% |
| 6M | +1.5% | +8.8% | -7.3% | -0.7% |
| YTD | -8.0% | +14.8% | -22.8% | -11.0% |
| 1Y | -24.7% | +25.7% | -50.5% | -28.7% |
| 3Y | -28.4% | +27.5% | -55.9% | -33.1% |
| 5Y | +2.8% | +41.3% | -38.5% | -7.0% |
| All | +202.5% | +135.2% | +67.4% | +142.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling