+2,185.6%
FIX vs QSR
+46.1%
+2,139.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.7% | +3.1% |
| 7D | +6.1% | +0.1% | +6.0% | +6.0% |
| 30D | -2.7% | +5.9% | -8.6% | -4.6% |
| 3M | -10.9% | +10.5% | -21.4% | -14.6% |
| 6M | +29.0% | +7.7% | +21.3% | +24.3% |
| YTD | +76.9% | +16.8% | +60.1% | +64.0% |
| 1Y | +130.7% | +30.9% | +99.9% | +101.5% |
| 3Y | +790.7% | +28.2% | +762.5% | +658.0% |
| 5Y | +2,185.6% | +45.0% | +2,140.6% | +1,618.1% |
| All | +2,185.6% | +46.1% | +2,139.5% | +1,618.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling