+37.5%
F vs QSR
+28.6%
+8.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.4% | -1.9% | -3.6% |
| 7D | +1.2% | +0.1% | +1.1% | +1.2% |
| 30D | +1.2% | +5.9% | -4.7% | -0.3% |
| 3M | -5.7% | +10.5% | -16.1% | -8.2% |
| 6M | +17.9% | +7.7% | +10.2% | +14.7% |
| YTD | +10.4% | +16.8% | -6.4% | +4.1% |
| 1Y | +25.3% | +30.9% | -5.5% | +13.3% |
| 3Y | +37.5% | +28.2% | +9.3% | +23.4% |
| All | +37.5% | +28.6% | +8.8% | +23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling