+59.7%
EL vs QSR
+211.0%
-151.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +15.5% | +5.9% | +9.6% | +12.8% |
| 3M | +20.6% | +10.5% | +10.1% | +15.5% |
| 6M | +10.5% | +7.7% | +2.8% | +6.5% |
| YTD | -1.9% | +16.8% | -18.7% | -8.9% |
| 1Y | +16.1% | +30.9% | -14.8% | +2.4% |
| 3Y | -30.2% | +28.2% | -58.4% | -37.8% |
| 5Y | -67.4% | +45.0% | -112.4% | -72.3% |
| 10Y | +31.2% | +127.3% | -96.1% | -5.4% |
| All | +59.7% | +211.0% | -151.3% | +7.7% |
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 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