+25.0%
FLEX vs QSR
+23.8%
+1.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.5% | -17.8% | -7.7% |
| 7D | -17.0% | +5.2% | -22.2% | -12.8% |
| 30D | -33.8% | +12.2% | -46.0% | -26.7% |
| 3M | -39.0% | +7.0% | -46.1% | -34.3% |
| 6M | -15.9% | -0.3% | -15.6% | -12.5% |
| YTD | +27.8% | +18.0% | +9.8% | +37.9% |
| 1Y | +25.0% | +22.6% | +2.3% | +29.6% |
| All | +25.0% | +23.8% | +1.1% | +29.6% |
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 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