+3.6%
EXE vs QSR
+33.2%
-29.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -0.3% | +2.4% | -2.7% | -0.3% |
| 30D | +8.5% | +7.6% | +0.8% | +8.3% |
| 3M | +5.5% | +12.6% | -7.2% | +5.1% |
| 6M | -5.9% | +14.4% | -20.3% | -6.1% |
| YTD | -9.7% | +19.6% | -29.3% | -10.2% |
| 1Y | +3.6% | +33.9% | -30.3% | +3.2% |
| All | +3.6% | +33.2% | -29.7% | +3.2% |
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