+6,034.5%
FIX vs QSR
+126.5%
+5,907.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.4% |
| 7D | +3.5% | -2.4% | +5.9% | +4.5% |
| 30D | -3.5% | +5.7% | -9.2% | -5.9% |
| 3M | -11.8% | +6.9% | -18.7% | -15.1% |
| 6M | +17.8% | +6.9% | +10.9% | +12.8% |
| YTD | +73.3% | +14.9% | +58.4% | +59.8% |
| 1Y | +128.1% | +29.1% | +99.0% | +98.2% |
| 3Y | +772.7% | +26.1% | +746.5% | +649.8% |
| 5Y | +2,166.5% | +42.3% | +2,124.1% | +1,717.5% |
| 10Y | +6,034.5% | +134.0% | +5,900.5% | +3,872.0% |
| All | +6,034.5% | +126.5% | +5,907.9% | +3,872.0% |
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