+292.4%
C vs QSR
+135.2%
+157.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +0.8% | -4.0% | +4.8% | +2.9% |
| 30D | +0.9% | +2.8% | -1.8% | -0.7% |
| 3M | +1.1% | +5.1% | -4.0% | -2.2% |
| 6M | +28.4% | +8.8% | +19.6% | +21.4% |
| YTD | +20.8% | +14.8% | +5.9% | +10.4% |
| 1Y | +43.4% | +25.7% | +17.7% | +24.3% |
| 3Y | +274.9% | +27.5% | +247.4% | +211.9% |
| 5Y | +136.7% | +41.3% | +95.4% | +81.5% |
| All | +292.4% | +135.2% | +157.2% | +128.3% |
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