+91.1%
EXE vs QSR
+40.5%
+50.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -3.1% | -4.0% | +0.9% | -2.4% |
| 30D | -0.9% | +2.8% | -3.7% | -1.5% |
| 3M | +9.6% | +5.1% | +4.5% | +8.3% |
| 6M | -11.6% | +8.8% | -20.4% | -13.5% |
| YTD | -12.6% | +14.8% | -27.4% | -15.5% |
| 1Y | +1.2% | +25.7% | -24.5% | -4.3% |
| 3Y | +18.0% | +27.5% | -9.5% | +9.5% |
| All | +91.1% | +40.5% | +50.6% | +67.7% |
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