+158.2%
EXC vs QSR
+211.0%
-52.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.4% | +3.1% | +1.4% |
| 7D | +1.2% | +0.1% | +1.2% | +1.2% |
| 30D | -2.7% | +5.9% | -8.6% | -4.4% |
| 3M | -1.0% | +10.5% | -11.4% | -4.0% |
| 6M | -9.3% | +7.7% | -17.0% | -11.5% |
| YTD | +3.6% | +16.8% | -13.2% | -1.8% |
| 1Y | +5.9% | +30.9% | -25.0% | -3.3% |
| 3Y | +21.3% | +28.2% | -6.9% | +9.6% |
| 5Y | +46.2% | +45.0% | +1.2% | +25.1% |
| 10Y | +151.5% | +127.3% | +24.2% | +79.7% |
| All | +158.2% | +211.0% | -52.8% | +73.0% |
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