+98.5%
FLEX vs QSR
+33.2%
+65.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.4% |
| 7D | -0.9% | +2.4% | -3.3% | +0.7% |
| 30D | -10.1% | +7.6% | -17.8% | -5.6% |
| 3M | -31.3% | +12.6% | -44.0% | -24.9% |
| 6M | +71.3% | +14.4% | +56.9% | +77.9% |
| YTD | +81.2% | +19.6% | +61.6% | +91.2% |
| 1Y | +98.5% | +33.9% | +64.6% | +110.7% |
| All | +98.5% | +33.2% | +65.3% | +110.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling