+100.6%
FLEX vs QSR
+28.6%
+72.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.6% | +6.6% | +7.6% |
| 7D | +5.7% | -4.0% | +9.7% | +2.9% |
| 30D | -7.0% | +2.8% | -9.8% | -5.2% |
| 3M | -23.8% | +5.1% | -28.9% | -20.1% |
| 6M | +82.6% | +8.8% | +73.8% | +84.5% |
| YTD | +91.6% | +14.8% | +76.8% | +96.7% |
| 1Y | +100.6% | +25.7% | +74.8% | +106.3% |
| All | +100.6% | +28.6% | +72.0% | +106.3% |
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