+1,218.2%
BE vs QSR
+40.6%
+1,177.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.7% |
| 7D | +9.7% | -4.7% | +14.4% | +11.9% |
| 30D | +22.4% | +4.3% | +18.1% | +20.0% |
| 3M | +10.4% | +5.4% | +4.9% | +5.9% |
| 6M | +67.9% | +8.2% | +59.7% | +57.6% |
| YTD | +197.5% | +14.1% | +183.4% | +167.9% |
| 1Y | +310.6% | +28.1% | +282.5% | +237.3% |
| 3Y | +1,657.2% | +25.3% | +1,632.0% | +1,267.8% |
| 5Y | +1,218.2% | +40.4% | +1,177.8% | +580.3% |
| All | +1,218.2% | +40.6% | +1,177.6% | +580.3% |
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