+49.1%
D vs QSR
+137.6%
-88.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -1.4% | -2.9% | +1.6% | -0.7% |
| 30D | +7.7% | +4.1% | +3.6% | +6.8% |
| 3M | -0.3% | -0.7% | +0.4% | -0.2% |
| 6M | +10.1% | +0.4% | +9.6% | +9.7% |
| YTD | +19.1% | +13.5% | +5.5% | +15.3% |
| 1Y | +15.9% | +11.0% | +4.9% | +12.7% |
| 3Y | +75.0% | +22.0% | +53.0% | +65.3% |
| 5Y | +13.4% | +57.1% | -43.7% | +0.7% |
| All | +49.1% | +137.6% | -88.5% | +11.8% |
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 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