+32.6%
NET vs QSR
+60.3%
-27.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.5% | -8.0% | -5.6% |
| 7D | -16.4% | +5.2% | -21.5% | -18.9% |
| 30D | -25.8% | +12.2% | -38.0% | -31.1% |
| 3M | -11.5% | +7.0% | -18.6% | -16.1% |
| 6M | +18.9% | -0.3% | +19.2% | +16.8% |
| YTD | +35.2% | +18.0% | +17.2% | +16.2% |
| 1Y | +14.5% | +22.6% | -8.2% | -5.3% |
| 3Y | +313.8% | +28.2% | +285.6% | +197.9% |
| 5Y | +32.6% | +62.1% | -29.5% | -36.8% |
| All | +32.6% | +60.3% | -27.8% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling