+49.3%
F vs QSR
+40.6%
+8.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.5% |
| 7D | -3.7% | -4.7% | +1.0% | -1.5% |
| 30D | -0.7% | +4.3% | -5.0% | -2.7% |
| 3M | -1.9% | +5.4% | -7.3% | -4.6% |
| 6M | +16.1% | +8.2% | +7.9% | +10.4% |
| YTD | +9.5% | +14.1% | -4.7% | +0.7% |
| 1Y | +27.2% | +28.1% | -0.9% | +9.4% |
| 3Y | +36.3% | +25.3% | +11.0% | +13.5% |
| 5Y | +49.3% | +40.4% | +8.9% | +5.9% |
| All | +49.3% | +40.6% | +8.7% | +5.9% |
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