+157.2%
EXC vs QSR
+133.7%
+23.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -1.6% | -4.7% | +3.1% | -0.1% |
| 30D | -2.4% | +4.3% | -6.7% | -3.8% |
| 3M | -4.0% | +5.4% | -9.4% | -5.7% |
| 6M | -9.8% | +8.2% | -17.9% | -12.3% |
| YTD | +2.3% | +14.1% | -11.8% | -2.7% |
| 1Y | +3.8% | +28.1% | -24.3% | -5.3% |
| 3Y | +19.7% | +25.3% | -5.5% | +7.9% |
| 5Y | +45.6% | +40.4% | +5.2% | +23.8% |
| All | +157.2% | +133.7% | +23.5% | +71.1% |
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