+706.7%
ETN vs QSR
+135.2%
+571.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.3% | +3.7% |
| 7D | +3.5% | -4.0% | +7.5% | +5.2% |
| 30D | -7.5% | +2.8% | -10.3% | -8.7% |
| 3M | +8.3% | +5.1% | +3.2% | +5.1% |
| 6M | +20.2% | +8.8% | +11.4% | +14.1% |
| YTD | +34.7% | +14.8% | +19.8% | +24.4% |
| 1Y | +19.4% | +25.7% | -6.3% | +5.5% |
| 3Y | +85.5% | +27.5% | +58.0% | +59.0% |
| 5Y | +186.6% | +41.3% | +145.3% | +130.5% |
| All | +706.7% | +135.2% | +571.5% | +400.1% |
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