+80.0%
ES vs QSR
+133.7%
-53.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.9% |
| 7D | -3.5% | -4.7% | +1.2% | -2.4% |
| 30D | -3.0% | +4.3% | -7.3% | -4.0% |
| 3M | -0.3% | +5.4% | -5.7% | -1.6% |
| 6M | -5.2% | +8.2% | -13.3% | -7.2% |
| YTD | +4.8% | +14.1% | -9.4% | +1.0% |
| 1Y | +12.7% | +28.1% | -15.4% | +5.4% |
| 3Y | +27.5% | +25.3% | +2.2% | +19.0% |
| 5Y | -4.7% | +40.4% | -45.1% | -14.1% |
| All | +80.0% | +133.7% | -53.7% | +39.4% |
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