+112.4%
C vs QSR
+57.8%
+54.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +4.7% | -3.9% | +8.6% | +6.1% |
| 30D | +0.2% | +5.9% | -5.7% | -1.9% |
| 3M | -9.3% | +1.7% | -11.0% | -10.1% |
| 6M | -0.8% | -1.9% | +1.0% | -0.8% |
| YTD | +8.5% | +13.6% | -5.1% | +2.3% |
| 1Y | +23.1% | +13.1% | +10.0% | +16.1% |
| 3Y | +220.8% | +21.8% | +199.0% | +186.8% |
| 5Y | +112.4% | +57.2% | +55.2% | +57.7% |
| All | +112.4% | +57.8% | +54.6% | +57.7% |
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