+86.4%
F vs QSR
+135.2%
-48.7%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -4.4% | -4.0% | -0.4% | -2.5% |
| 30D | +1.0% | +2.8% | -1.7% | -0.4% |
| 3M | -4.0% | +5.1% | -9.1% | -6.7% |
| 6M | +18.1% | +8.8% | +9.3% | +12.0% |
| YTD | +10.2% | +14.8% | -4.7% | +1.1% |
| 1Y | +24.3% | +25.7% | -1.4% | +8.6% |
| 3Y | +38.1% | +27.5% | +10.5% | +16.8% |
| 5Y | +50.2% | +41.3% | +9.0% | +18.9% |
| All | +86.4% | +135.2% | -48.7% | +16.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling