+514.0%
NOW vs QSR
+137.6%
+376.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +0.3% | -2.9% | +3.2% | +1.4% |
| 30D | -27.0% | +4.1% | -31.1% | -28.0% |
| 3M | -19.6% | -0.7% | -19.0% | -19.4% |
| 6M | +17.5% | +0.4% | +17.0% | +17.0% |
| YTD | -33.3% | +13.5% | -46.8% | -37.0% |
| 1Y | -39.8% | +11.0% | -50.8% | -42.8% |
| 3Y | -19.9% | +22.0% | -41.9% | -28.2% |
| 5Y | -26.1% | +57.1% | -83.1% | -40.2% |
| All | +514.0% | +137.6% | +376.3% | +271.3% |
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