+238.8%
EQX vs QSR
+93.4%
+145.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -3.2% | -4.0% | +0.8% | -1.9% |
| 30D | +7.8% | +2.8% | +5.0% | +6.9% |
| 3M | +21.3% | +5.1% | +16.2% | +19.3% |
| 6M | -22.4% | +8.8% | -31.2% | -24.9% |
| YTD | -11.3% | +14.8% | -26.1% | -15.7% |
| 1Y | +13.5% | +25.7% | -12.2% | +4.6% |
| 3Y | +162.1% | +27.5% | +134.6% | +139.6% |
| 5Y | +84.2% | +41.3% | +42.9% | +62.0% |
| All | +238.8% | +93.4% | +145.4% | +177.6% |
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