+11.8%
NOW vs QSR
+28.6%
-16.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.4% | -2.6% | -4.4% |
| 7D | -6.1% | +0.1% | -6.1% | -6.0% |
| 30D | +7.5% | +5.9% | +1.5% | +6.0% |
| 3M | +17.5% | +10.5% | +7.1% | +14.9% |
| 6M | +7.9% | +7.7% | +0.2% | +5.6% |
| YTD | -12.4% | +16.8% | -29.2% | -16.1% |
| 1Y | -28.6% | +30.9% | -59.4% | -33.7% |
| 3Y | +11.8% | +28.2% | -16.4% | +2.5% |
| All | +11.8% | +28.6% | -16.8% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling