+69.9%
ED vs QSR
+40.6%
+29.3%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.9% | -4.7% | +2.8% | -0.9% |
| 30D | +0.1% | +4.3% | -4.2% | -0.8% |
| 3M | 0.0% | +5.4% | -5.4% | -1.2% |
| 6M | -2.5% | +8.2% | -10.7% | -4.2% |
| YTD | +10.1% | +14.1% | -4.0% | +6.8% |
| 1Y | +13.6% | +28.1% | -14.5% | +7.3% |
| 3Y | +32.4% | +25.3% | +7.2% | +24.1% |
| 5Y | +69.9% | +40.4% | +29.5% | +46.5% |
| All | +69.9% | +40.6% | +29.3% | +46.5% |
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