+1,046.7%
FIX vs QSR
+55.7%
+991.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -0.2% | +9.6% | +9.5% |
| 7D | -7.2% | +3.9% | -11.1% | -8.3% |
| 30D | -35.1% | +9.3% | -44.4% | -36.9% |
| 3M | -34.3% | +5.9% | -40.1% | -35.7% |
| 6M | -42.9% | -1.0% | -41.9% | -43.2% |
| YTD | +19.5% | +16.7% | +2.8% | +10.6% |
| 1Y | +16.8% | +18.6% | -1.8% | +7.1% |
| 3Y | +506.7% | +25.4% | +481.3% | +423.6% |
| 5Y | +1,046.7% | +59.0% | +987.7% | +709.2% |
| All | +1,046.7% | +55.7% | +991.0% | +709.2% |
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 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