-21.8%
BAX vs QSR
+218.5%
-240.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | -1.1% | +2.4% | -3.6% | -1.7% |
| 30D | -5.5% | +7.6% | -13.1% | -7.2% |
| 3M | +33.5% | +12.6% | +20.9% | +29.6% |
| 6M | +35.9% | +14.4% | +21.5% | +31.2% |
| YTD | +35.4% | +19.6% | +15.7% | +29.5% |
| 1Y | +9.8% | +33.9% | -24.1% | +2.2% |
| 3Y | -32.7% | +27.1% | -59.8% | -36.9% |
| 5Y | -65.6% | +48.5% | -114.1% | -69.0% |
| 10Y | -34.9% | +126.2% | -161.1% | -47.5% |
| All | -21.8% | +218.5% | -240.3% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling