+1,449.6%
NET vs QSR
+39.3%
+1,410.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -7.0% | +2.4% | -9.4% | -7.7% |
| 30D | -4.8% | +7.6% | -12.4% | -7.3% |
| 3M | +3.8% | +12.6% | -8.8% | -0.7% |
| 6M | +50.0% | +14.4% | +35.7% | +41.9% |
| YTD | +41.5% | +19.6% | +21.9% | +31.2% |
| 1Y | +32.8% | +33.9% | -1.0% | +17.4% |
| 3Y | +335.9% | +27.1% | +308.8% | +287.8% |
| 5Y | +113.8% | +48.5% | +65.3% | +76.4% |
| All | +1,449.6% | +39.3% | +1,410.2% | +1,339.6% |
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 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