-33.4%
BAX vs QSR
+25.9%
-59.2%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.2% |
| 7D | -5.1% | -2.4% | -2.7% | -4.1% |
| 30D | -12.2% | +5.7% | -17.9% | -14.4% |
| 3M | +21.8% | +6.9% | +14.9% | +18.2% |
| 6M | +36.3% | +6.9% | +29.4% | +31.8% |
| YTD | +27.8% | +14.9% | +12.9% | +20.2% |
| 1Y | -0.1% | +29.1% | -29.2% | -10.2% |
| All | -33.4% | +25.9% | -59.2% | -40.5% |
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 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