-18.9%
EXE vs QSR
+23.8%
-42.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +5.5% | -8.4% | -2.5% |
| 7D | -4.7% | +5.2% | -9.8% | -4.3% |
| 30D | +1.0% | +12.2% | -11.2% | +1.7% |
| 3M | -5.6% | +7.0% | -12.7% | -5.3% |
| 6M | -12.3% | -0.3% | -12.0% | -11.7% |
| YTD | -19.5% | +18.0% | -37.5% | -18.8% |
| 1Y | -18.9% | +22.6% | -41.5% | -17.6% |
| All | -18.9% | +23.8% | -42.7% | -17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling