+133.1%
QSR vs BB
+1.6%
+131.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -4.0% | -0.4% | -3.6% | -4.0% |
| 30D | +2.8% | -12.5% | +15.3% | +3.9% |
| 3M | +5.1% | -17.4% | +22.5% | +6.0% |
| 6M | +8.8% | +119.1% | -110.3% | -1.8% |
| YTD | +14.8% | +102.4% | -87.5% | +4.4% |
| 1Y | +25.7% | +98.2% | -72.5% | +14.0% |
| 3Y | +27.5% | +46.9% | -19.4% | +15.6% |
| 5Y | +41.3% | -26.4% | +67.6% | +34.4% |
| All | +133.1% | +1.6% | +131.5% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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