+273.2%
NI vs QSR
+203.9%
+69.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -0.6% | -4.7% | +4.1% | +0.6% |
| 30D | -1.4% | +4.3% | -5.7% | -2.5% |
| 3M | -10.6% | +5.4% | -16.0% | -11.9% |
| 6M | -9.9% | +8.2% | -18.1% | -11.9% |
| YTD | +1.2% | +14.1% | -13.0% | -2.6% |
| 1Y | +4.4% | +28.1% | -23.7% | -2.4% |
| 3Y | +68.6% | +25.3% | +43.3% | +56.6% |
| 5Y | +98.0% | +40.4% | +57.6% | +76.8% |
| 10Y | +143.6% | +132.4% | +11.2% | +87.4% |
| All | +273.2% | +203.9% | +69.4% | +172.2% |
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