+506.7%
FIX vs QSR
+25.6%
+481.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.4% |
| 7D | -7.2% | +3.9% | -11.1% | -7.2% |
| 30D | -35.1% | +9.3% | -44.4% | -35.3% |
| 3M | -34.3% | +5.9% | -40.1% | -34.5% |
| 6M | -42.9% | -1.0% | -41.9% | -42.4% |
| YTD | +19.5% | +16.7% | +2.8% | +15.9% |
| 1Y | +16.8% | +18.6% | -1.8% | +12.6% |
| 3Y | +506.7% | +25.4% | +481.3% | +458.2% |
| All | +506.7% | +25.6% | +481.1% | +458.2% |
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