+78.3%
F vs QSR
+218.5%
-140.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +5.3% | +2.4% | +2.9% | +4.2% |
| 30D | +4.6% | +7.6% | -3.0% | +1.1% |
| 3M | -3.7% | +12.6% | -16.3% | -9.1% |
| 6M | +16.8% | +14.4% | +2.4% | +8.6% |
| YTD | +15.3% | +19.6% | -4.3% | +4.5% |
| 1Y | +31.0% | +33.9% | -2.9% | +12.3% |
| 3Y | +45.4% | +27.1% | +18.3% | +25.2% |
| 5Y | +54.7% | +48.5% | +6.1% | +22.5% |
| 10Y | +98.2% | +126.2% | -28.0% | +24.3% |
| All | +78.3% | +218.5% | -140.2% | +0.5% |
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