+39.7%
EFX vs QSR
+135.2%
-95.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -4.5% | -4.0% | -0.5% | -3.0% |
| 30D | -6.1% | +2.8% | -8.8% | -7.1% |
| 3M | +6.2% | +5.1% | +1.1% | +4.3% |
| 6M | -11.2% | +8.8% | -20.0% | -14.2% |
| YTD | -21.4% | +14.8% | -36.2% | -25.6% |
| 1Y | -34.3% | +25.7% | -60.0% | -40.1% |
| 3Y | -12.5% | +27.5% | -40.0% | -21.4% |
| 5Y | -35.6% | +41.3% | -76.8% | -44.8% |
| All | +39.7% | +135.2% | -95.5% | -4.7% |
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