+154.8%
ED vs QSR
+218.5%
-63.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -0.2% | +2.4% | -2.6% | -0.5% |
| 30D | -0.1% | +7.6% | -7.8% | -1.2% |
| 3M | +3.9% | +12.6% | -8.7% | +2.1% |
| 6M | -3.0% | +14.4% | -17.4% | -5.0% |
| YTD | +10.7% | +19.6% | -8.9% | +7.6% |
| 1Y | +13.3% | +33.9% | -20.5% | +8.3% |
| 3Y | +34.5% | +27.1% | +7.4% | +28.7% |
| 5Y | +67.1% | +48.5% | +18.6% | +55.7% |
| 10Y | +103.0% | +126.2% | -23.2% | +79.1% |
| All | +154.8% | +218.5% | -63.7% | +120.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling