+134.1%
BP vs QSR
+135.2%
-1.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | +5.2% | -4.0% | +9.2% | +7.0% |
| 30D | +8.7% | +2.8% | +6.0% | +7.3% |
| 3M | +9.3% | +5.1% | +4.2% | +6.4% |
| 6M | +13.6% | +8.8% | +4.8% | +8.3% |
| YTD | +37.7% | +14.8% | +22.8% | +27.8% |
| 1Y | +40.6% | +25.7% | +14.9% | +24.7% |
| 3Y | +40.3% | +27.5% | +12.8% | +20.1% |
| 5Y | +141.4% | +41.3% | +100.2% | +91.4% |
| All | +134.1% | +135.2% | -1.0% | +38.1% |
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 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