+168.0%
EXC vs QSR
+202.6%
-34.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +0.5% |
| 7D | -1.9% | -3.9% | +2.0% | -0.8% |
| 30D | +7.8% | +5.9% | +1.9% | +5.9% |
| 3M | +1.9% | +1.7% | +0.2% | +1.1% |
| 6M | +3.4% | -1.9% | +5.2% | +3.7% |
| YTD | +7.6% | +13.6% | -6.0% | +2.7% |
| 1Y | +2.1% | +13.1% | -11.0% | -2.5% |
| 3Y | +29.6% | +21.8% | +7.8% | +18.9% |
| 5Y | +39.5% | +57.2% | -17.7% | +16.2% |
| 10Y | +200.2% | +138.5% | +61.7% | +113.0% |
| All | +168.0% | +202.6% | -34.5% | +80.9% |
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