+27.2%
F vs QSR
+28.0%
-0.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | -3.7% | -4.7% | +1.0% | -3.2% |
| 30D | -0.7% | +4.3% | -5.0% | -0.9% |
| 3M | -1.9% | +5.4% | -7.3% | -2.0% |
| 6M | +16.1% | +8.2% | +7.9% | +13.9% |
| YTD | +9.5% | +14.1% | -4.7% | +5.3% |
| 1Y | +27.2% | +28.1% | -0.9% | +10.6% |
| All | +27.2% | +28.0% | -0.8% | +10.6% |
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