+614.8%
FLEX vs QSR
+137.6%
+477.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | +7.5% | -2.9% | +10.4% | +9.0% |
| 30D | -25.3% | +4.1% | -29.4% | -27.5% |
| 3M | -39.7% | -0.7% | -39.0% | -40.4% |
| 6M | -47.9% | +0.4% | -48.3% | -49.4% |
| YTD | +24.1% | +13.5% | +10.6% | +9.8% |
| 1Y | +26.0% | +11.0% | +15.0% | +12.6% |
| 3Y | +282.7% | +22.0% | +260.7% | +213.8% |
| 5Y | +424.2% | +57.1% | +367.2% | +260.2% |
| All | +614.8% | +137.6% | +477.2% | +261.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling