+3,644.4%
FIX vs QSR
+130.9%
+3,513.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -13.9% | +4.5% | -18.4% | -15.8% |
| 30D | -35.5% | +9.4% | -45.0% | -38.3% |
| 3M | -33.9% | +7.5% | -41.4% | -36.6% |
| 6M | -43.3% | -0.8% | -42.5% | -44.2% |
| YTD | +18.7% | +16.9% | +1.8% | +7.6% |
| 1Y | +13.8% | +16.3% | -2.5% | +3.1% |
| 3Y | +495.0% | +25.3% | +469.7% | +408.9% |
| 5Y | +1,049.0% | +60.4% | +988.7% | +761.7% |
| 10Y | +3,644.4% | +139.2% | +3,505.2% | +2,162.9% |
| All | +3,644.4% | +130.9% | +3,513.6% | +2,162.9% |
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