+107.6%
ES vs QSR
+202.6%
-94.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +1.2% |
| 7D | -1.1% | -3.9% | +2.8% | -0.2% |
| 30D | +8.2% | +5.9% | +2.3% | +6.8% |
| 3M | +0.6% | +1.7% | -1.1% | +0.1% |
| 6M | +6.0% | -1.9% | +7.8% | +6.2% |
| YTD | +9.3% | +13.6% | -4.3% | +5.8% |
| 1Y | +1.1% | +13.1% | -12.0% | -2.2% |
| 3Y | +51.9% | +21.8% | +30.1% | +43.6% |
| 5Y | +6.5% | +57.2% | -50.8% | -5.2% |
| 10Y | +94.8% | +138.5% | -43.7% | +56.5% |
| All | +107.6% | +202.6% | -94.9% | +62.6% |
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