+363.0%
NDAQ vs QSR
+135.2%
+227.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -5.6% | -4.0% | -1.6% | -4.3% |
| 30D | -4.4% | +2.8% | -7.1% | -5.2% |
| 3M | +5.9% | +5.1% | +0.8% | +4.2% |
| 6M | +7.7% | +8.8% | -1.1% | +4.7% |
| YTD | -5.2% | +14.8% | -20.0% | -9.5% |
| 1Y | -3.4% | +25.7% | -29.1% | -10.6% |
| 3Y | +85.6% | +27.5% | +58.1% | +68.4% |
| 5Y | +49.5% | +41.3% | +8.2% | +29.6% |
| All | +363.0% | +135.2% | +227.9% | +233.6% |
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