-39.3%
BAX vs QSR
+135.2%
-174.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -7.9% | -4.0% | -3.9% | -6.9% |
| 30D | -11.7% | +2.8% | -14.4% | -12.3% |
| 3M | +16.2% | +5.1% | +11.1% | +14.8% |
| 6M | +32.0% | +8.8% | +23.2% | +29.1% |
| YTD | +24.7% | +14.8% | +9.9% | +20.7% |
| 1Y | -2.6% | +25.7% | -28.4% | -7.8% |
| 3Y | -35.0% | +27.5% | -62.5% | -38.8% |
| 5Y | -67.6% | +41.3% | -108.8% | -70.3% |
| All | -39.3% | +135.2% | -174.5% | -49.7% |
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 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