+51.2%
F vs QSR
+207.3%
-156.1%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.3% |
| 7D | -2.1% | -2.2% | +0.1% | -1.2% |
| 30D | +3.3% | +7.8% | -4.5% | -0.2% |
| 3M | -11.3% | +5.5% | -16.8% | -13.6% |
| 6M | +5.3% | -0.2% | +5.5% | +4.7% |
| YTD | -2.2% | +15.4% | -17.6% | -10.0% |
| 1Y | -3.5% | +15.3% | -18.9% | -11.3% |
| 3Y | +49.5% | +23.7% | +25.8% | +30.5% |
| 5Y | -13.5% | +60.4% | -73.9% | -33.8% |
| 10Y | +69.0% | +142.2% | -73.2% | +4.7% |
| All | +51.2% | +207.3% | -156.1% | -13.5% |
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