-12.5%
EFX vs QSR
+25.8%
-38.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.3% |
| 7D | -4.5% | -4.0% | -0.5% | -2.7% |
| 30D | -6.1% | +2.8% | -8.8% | -7.3% |
| 3M | +6.2% | +5.1% | +1.1% | +4.0% |
| 6M | -11.2% | +8.8% | -20.0% | -14.8% |
| YTD | -21.4% | +14.8% | -36.2% | -26.3% |
| 1Y | -34.3% | +25.7% | -60.0% | -41.0% |
| 3Y | -12.5% | +27.5% | -40.0% | -25.5% |
| All | -12.5% | +25.8% | -38.3% | -25.5% |
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 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