+14.4%
FIX vs QSR
+23.8%
-9.4%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | +5.5% | -20.6% | -12.3% |
| 7D | -18.9% | +5.2% | -24.1% | -16.3% |
| 30D | -36.3% | +12.2% | -48.5% | -32.6% |
| 3M | -38.5% | +7.0% | -45.6% | -35.9% |
| 6M | -42.3% | -0.3% | -42.0% | -39.8% |
| YTD | +17.1% | +18.0% | -0.9% | +28.8% |
| 1Y | +14.4% | +22.6% | -8.2% | +26.7% |
| All | +14.4% | +23.8% | -9.4% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling