-19.0%
BAX vs QSR
+21.7%
-40.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | +0.1% | -2.9% | +3.0% | +1.5% |
| 30D | +4.1% | +4.1% | -0.1% | +2.3% |
| 3M | -4.5% | -0.7% | -3.9% | -4.4% |
| 6M | +49.2% | +0.4% | +48.8% | +48.5% |
| YTD | +35.2% | +13.5% | +21.7% | +27.5% |
| 1Y | +38.3% | +11.0% | +27.3% | +31.5% |
| 3Y | -19.0% | +22.0% | -41.0% | -26.8% |
| All | -19.0% | +21.7% | -40.8% | -26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling