+45.7%
EXC vs QSR
+43.4%
+2.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +0.3% | -2.4% | +2.7% | +0.8% |
| 30D | -0.9% | +5.7% | -6.6% | -2.1% |
| 3M | -2.7% | +6.9% | -9.6% | -4.1% |
| 6M | -9.4% | +6.9% | -16.2% | -10.8% |
| YTD | +3.0% | +14.9% | -11.9% | -0.3% |
| 1Y | +5.1% | +29.1% | -24.0% | -1.2% |
| 3Y | +20.6% | +26.1% | -5.5% | +12.1% |
| 5Y | +45.7% | +42.3% | +3.4% | +22.8% |
| All | +45.7% | +43.4% | +2.3% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling