+52.4%
ECL vs QSR
+25.0%
+27.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.6% | -4.7% | +2.1% | -1.5% |
| 30D | -4.6% | +4.3% | -8.9% | -5.6% |
| 3M | +6.0% | +5.4% | +0.5% | +4.5% |
| 6M | -3.0% | +8.2% | -11.1% | -5.2% |
| YTD | +4.0% | +14.1% | -10.1% | 0.0% |
| 1Y | +2.0% | +28.1% | -26.1% | -4.9% |
| All | +52.4% | +25.0% | +27.4% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling