+187.3%
ED vs QSR
+202.3%
-14.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.1% | -2.9% | +5.0% | +2.5% |
| 30D | +10.4% | +4.1% | +6.3% | +9.8% |
| 3M | +12.5% | -0.7% | +13.2% | +12.6% |
| 6M | +14.9% | +0.4% | +14.5% | +14.7% |
| YTD | +24.8% | +13.5% | +11.3% | +22.2% |
| 1Y | +23.8% | +11.0% | +12.8% | +21.6% |
| 3Y | +51.6% | +22.0% | +29.7% | +46.0% |
| 5Y | +86.4% | +57.1% | +29.4% | +72.7% |
| 10Y | +145.4% | +138.3% | +7.2% | +116.5% |
| All | +187.3% | +202.3% | -14.9% | +150.5% |
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 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