-67.0%
BAX vs QSR
+40.6%
-107.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | -5.4% | -4.7% | -0.7% | -3.7% |
| 30D | -12.4% | +4.3% | -16.7% | -13.8% |
| 3M | +19.1% | +5.4% | +13.7% | +16.7% |
| 6M | +38.6% | +8.2% | +30.5% | +34.3% |
| YTD | +26.7% | +14.1% | +12.6% | +20.8% |
| 1Y | +1.0% | +28.1% | -27.1% | -7.3% |
| 3Y | -33.9% | +25.3% | -59.2% | -39.3% |
| 5Y | -67.0% | +40.4% | -107.4% | -71.4% |
| All | -67.0% | +40.6% | -107.6% | -71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling