+3,553.2%
FIX vs QSR
+137.6%
+3,415.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +9.4% | -2.9% | +12.4% | +10.7% |
| 30D | -27.8% | +4.1% | -31.9% | -29.5% |
| 3M | -35.6% | -0.7% | -34.9% | -36.1% |
| 6M | -45.2% | +0.4% | -45.7% | -46.4% |
| YTD | +19.5% | +13.5% | +6.0% | +9.5% |
| 1Y | +24.2% | +11.0% | +13.2% | +14.9% |
| 3Y | +494.2% | +22.0% | +472.2% | +413.0% |
| 5Y | +1,036.1% | +57.1% | +979.1% | +757.4% |
| All | +3,553.2% | +137.6% | +3,415.6% | +1,997.1% |
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