+132.7%
EFX vs QSR
+206.0%
-73.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.4% | -1.4% |
| 7D | -9.4% | -2.4% | -7.0% | -8.5% |
| 30D | -6.9% | +5.7% | -12.6% | -8.9% |
| 3M | +0.1% | +6.9% | -6.8% | -2.3% |
| 6M | -17.3% | +6.9% | -24.2% | -19.5% |
| YTD | -21.8% | +14.9% | -36.7% | -25.9% |
| 1Y | -32.5% | +29.1% | -61.6% | -38.9% |
| 3Y | -12.3% | +26.1% | -38.5% | -20.7% |
| 5Y | -36.6% | +42.3% | -78.9% | -45.6% |
| 10Y | +41.0% | +134.0% | -92.9% | -2.5% |
| All | +132.7% | +206.0% | -73.3% | +48.5% |
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