+113.3%
ET vs QSR
+211.0%
-97.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +1.1% |
| 7D | +0.4% | +0.1% | +0.4% | +0.4% |
| 30D | +6.9% | +5.9% | +0.9% | +4.0% |
| 3M | +13.1% | +10.5% | +2.6% | +7.7% |
| 6M | +18.7% | +7.7% | +11.0% | +13.8% |
| YTD | +37.4% | +16.8% | +20.7% | +26.7% |
| 1Y | +34.8% | +30.9% | +3.9% | +17.4% |
| 3Y | +96.8% | +28.2% | +68.6% | +67.9% |
| 5Y | +238.2% | +45.0% | +193.2% | +166.3% |
| 10Y | +159.4% | +127.3% | +32.1% | +44.3% |
| All | +113.3% | +211.0% | -97.6% | -5.5% |
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