+73.9%
PL vs QSR
+39.2%
+34.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -2.6% |
| 7D | -13.9% | -2.4% | -11.5% | -13.0% |
| 30D | -25.5% | +5.7% | -31.2% | -27.3% |
| 3M | -44.8% | +6.9% | -51.7% | -46.9% |
| 6M | -33.3% | +6.9% | -40.2% | -36.9% |
| YTD | -12.7% | +14.9% | -27.6% | -21.3% |
| 1Y | +90.9% | +29.1% | +61.8% | +59.4% |
| 3Y | +528.5% | +26.1% | +502.3% | +424.2% |
| 5Y | +72.7% | +42.3% | +30.4% | +20.0% |
| All | +73.9% | +39.2% | +34.7% | +20.5% |
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 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