-8.1%
M vs QSR
+137.6%
-145.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +7.0% | -2.9% | +10.0% | +9.0% |
| 30D | +8.9% | +4.1% | +4.8% | +6.3% |
| 3M | +4.5% | -0.7% | +5.2% | +4.7% |
| 6M | +36.2% | +0.4% | +35.8% | +35.0% |
| YTD | +15.1% | +13.5% | +1.6% | +4.3% |
| 1Y | +27.4% | +11.0% | +16.5% | +17.3% |
| 3Y | +160.1% | +22.0% | +138.2% | +119.4% |
| 5Y | -1.6% | +57.1% | -58.6% | -30.0% |
| All | -8.1% | +137.6% | -145.7% | -53.6% |
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 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