+2.6%
NOW vs QSR
+46.1%
-43.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -2.4% | -2.6% | -3.8% |
| 7D | -6.1% | +0.1% | -6.1% | -6.0% |
| 30D | +7.5% | +5.9% | +1.5% | +4.3% |
| 3M | +17.5% | +10.5% | +7.1% | +11.7% |
| 6M | +7.9% | +7.7% | +0.2% | +3.0% |
| YTD | -12.4% | +16.8% | -29.2% | -20.3% |
| 1Y | -28.6% | +30.9% | -59.4% | -39.4% |
| 3Y | +11.8% | +28.2% | -16.4% | -9.8% |
| 5Y | +2.6% | +45.0% | -42.3% | -33.9% |
| All | +2.6% | +46.1% | -43.4% | -33.9% |
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