+1,003.0%
BE vs QSR
+57.4%
+945.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.2% |
| 7D | +9.0% | -4.0% | +13.1% | +12.2% |
| 30D | +16.3% | +2.8% | +13.5% | +13.6% |
| 3M | +10.8% | +5.1% | +5.7% | +4.0% |
| 6M | +73.2% | +8.8% | +64.4% | +56.2% |
| YTD | +217.4% | +14.8% | +202.5% | +170.0% |
| 1Y | +309.8% | +25.7% | +284.1% | +217.8% |
| 3Y | +1,726.2% | +27.5% | +1,698.6% | +1,226.1% |
| 5Y | +1,306.2% | +41.3% | +1,264.9% | +822.2% |
| All | +1,003.0% | +57.4% | +945.6% | +283.7% |
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