+40.4%
QSR vs BB
-29.9%
+70.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.5% |
| 7D | -4.7% | -2.1% | -2.6% | -4.6% |
| 30D | +4.3% | -16.0% | +20.3% | +5.5% |
| 3M | +5.4% | -14.5% | +20.0% | +5.7% |
| 6M | +8.2% | +118.6% | -110.4% | -1.8% |
| YTD | +14.1% | +98.9% | -84.8% | +4.6% |
| 1Y | +28.1% | +99.5% | -71.4% | +16.7% |
| 3Y | +25.3% | +65.4% | -40.1% | +12.6% |
| 5Y | +40.4% | -27.6% | +68.0% | +38.0% |
| All | +40.4% | -29.9% | +70.3% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling