+386.8%
EW vs QSR
+202.3%
+184.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +4.9% | -2.9% | +7.8% | +6.0% |
| 30D | +23.9% | +4.1% | +19.8% | +22.1% |
| 3M | +15.8% | -0.7% | +16.4% | +15.7% |
| 6M | +31.7% | +0.4% | +31.2% | +30.8% |
| YTD | +25.7% | +13.5% | +12.2% | +19.0% |
| 1Y | +24.4% | +11.0% | +13.4% | +18.7% |
| 3Y | +65.9% | +22.0% | +43.9% | +50.6% |
| 5Y | -7.6% | +57.1% | -64.7% | -24.2% |
| 10Y | +253.2% | +138.3% | +114.9% | +137.8% |
| All | +386.8% | +202.3% | +184.5% | +204.9% |
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 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