+304.4%
FITB vs QSR
+211.0%
+93.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.6% |
| 7D | +2.8% | +0.1% | +2.8% | +2.8% |
| 30D | -4.5% | +5.9% | -10.4% | -7.6% |
| 3M | +5.7% | +10.5% | -4.8% | -0.4% |
| 6M | +17.1% | +7.7% | +9.4% | +11.4% |
| YTD | +18.3% | +16.8% | +1.6% | +7.1% |
| 1Y | +23.9% | +30.9% | -7.0% | +4.9% |
| 3Y | +131.1% | +28.2% | +102.9% | +92.6% |
| 5Y | +71.1% | +45.0% | +26.1% | +31.0% |
| 10Y | +283.9% | +127.3% | +156.6% | +123.7% |
| All | +304.4% | +211.0% | +93.4% | +111.8% |
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