-4.3%
ES vs QSR
+43.4%
-47.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -1.0% |
| 7D | 0.0% | -2.4% | +2.4% | +0.6% |
| 30D | -1.0% | +5.7% | -6.7% | -2.6% |
| 3M | +1.5% | +6.9% | -5.5% | -0.5% |
| 6M | -3.5% | +6.9% | -10.4% | -5.6% |
| YTD | +7.0% | +14.9% | -7.9% | +2.3% |
| 1Y | +15.3% | +29.1% | -13.8% | +6.1% |
| 3Y | +30.2% | +26.1% | +4.1% | +18.9% |
| 5Y | -4.3% | +42.3% | -46.6% | -19.9% |
| All | -4.3% | +43.4% | -47.7% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling