+764.4%
FIX vs QSR
+32.7%
+731.6%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | +2.4% | +3.6% | +5.8% |
| 30D | -7.2% | +7.6% | -14.9% | -8.0% |
| 3M | -15.9% | +12.6% | -28.5% | -17.3% |
| 6M | +12.7% | +14.4% | -1.6% | +10.0% |
| YTD | +72.8% | +19.6% | +53.2% | +66.7% |
| 1Y | +122.9% | +33.9% | +89.0% | +106.7% |
| All | +764.4% | +32.7% | +731.6% | +706.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling