-25.8%
NOW vs QSR
+58.9%
-84.6%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | -8.7% | +4.5% | -13.2% | -10.9% |
| 30D | -29.3% | +9.4% | -38.7% | -32.3% |
| 3M | -21.8% | +7.5% | -29.3% | -24.7% |
| 6M | +9.2% | -0.8% | +10.1% | +9.5% |
| YTD | -35.0% | +16.9% | -51.8% | -41.0% |
| 1Y | -42.5% | +16.3% | -58.8% | -47.8% |
| 3Y | -21.5% | +25.3% | -46.8% | -35.8% |
| 5Y | -25.8% | +60.4% | -86.1% | -55.4% |
| All | -25.8% | +58.9% | -84.6% | -55.4% |
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