+47.0%
F vs QSR
+202.3%
-155.3%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -3.1% | -2.9% | -0.2% | -1.8% |
| 30D | 0.0% | +4.1% | -4.1% | -1.8% |
| 3M | -13.2% | -0.7% | -12.6% | -13.1% |
| 6M | -10.2% | +0.4% | -10.7% | -10.9% |
| YTD | -4.9% | +13.5% | -18.5% | -11.8% |
| 1Y | -6.1% | +11.0% | -17.1% | -12.0% |
| 3Y | +46.0% | +22.0% | +24.0% | +28.2% |
| 5Y | -15.7% | +57.1% | -72.8% | -34.9% |
| 10Y | +64.3% | +138.3% | -74.0% | +2.5% |
| All | +47.0% | +202.3% | -155.3% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling