+1,239.4%
FLEX vs QSR
+218.5%
+1,020.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -0.9% | +2.4% | -3.3% | -2.0% |
| 30D | -10.1% | +7.6% | -17.8% | -13.4% |
| 3M | -31.3% | +12.6% | -44.0% | -36.0% |
| 6M | +71.3% | +14.4% | +56.9% | +55.7% |
| YTD | +81.2% | +19.6% | +61.6% | +60.1% |
| 1Y | +98.5% | +33.9% | +64.6% | +63.9% |
| 3Y | +428.2% | +27.1% | +401.1% | +337.7% |
| 5Y | +657.3% | +48.5% | +608.7% | +469.3% |
| 10Y | +995.9% | +126.2% | +869.7% | +536.6% |
| All | +1,239.4% | +218.5% | +1,020.8% | +598.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling