+1,008.9%
BE vs QSR
+60.0%
+948.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.4% | +12.0% | +11.4% |
| 7D | +29.8% | +0.1% | +29.7% | +29.6% |
| 30D | +26.4% | +5.9% | +20.5% | +20.9% |
| 3M | +9.3% | +10.5% | -1.1% | -1.3% |
| 6M | +105.1% | +7.7% | +97.4% | +86.3% |
| YTD | +219.0% | +16.8% | +202.3% | +167.9% |
| 1Y | +418.8% | +30.9% | +387.9% | +289.7% |
| 3Y | +1,784.6% | +28.2% | +1,756.4% | +1,265.4% |
| 5Y | +1,251.0% | +45.0% | +1,206.0% | +767.0% |
| All | +1,008.9% | +60.0% | +948.8% | +280.8% |
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