+207.2%
C vs QSR
+137.8%
+69.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.7% |
| 7D | +4.7% | -3.9% | +8.6% | +6.9% |
| 30D | +0.2% | +5.9% | -5.7% | -3.0% |
| 3M | -9.3% | +1.7% | -11.0% | -10.6% |
| 6M | -0.8% | -1.9% | +1.0% | -1.0% |
| YTD | +8.5% | +13.6% | -5.1% | -0.8% |
| 1Y | +23.1% | +13.1% | +10.0% | +12.7% |
| 3Y | +220.8% | +21.8% | +199.0% | +173.0% |
| 5Y | +112.4% | +57.2% | +55.2% | +51.4% |
| All | +207.2% | +137.8% | +69.3% | +75.3% |
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 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