+284.0%
FITB vs QSR
+135.2%
+148.8%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -0.3% | -4.0% | +3.7% | +2.1% |
| 30D | -5.7% | +2.8% | -8.4% | -7.3% |
| 3M | +3.2% | +5.1% | -1.9% | -0.4% |
| 6M | +23.4% | +8.8% | +14.6% | +16.1% |
| YTD | +18.8% | +14.8% | +4.0% | +7.7% |
| 1Y | +25.0% | +25.7% | -0.7% | +6.9% |
| 3Y | +131.2% | +27.5% | +103.7% | +89.6% |
| 5Y | +70.7% | +41.3% | +29.4% | +28.9% |
| All | +284.0% | +135.2% | +148.8% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling