+190.1%
QSR vs BG
+90.5%
+99.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | -4.7% | +3.7% | -8.4% | -5.6% |
| 30D | +4.3% | +12.3% | -8.0% | +1.2% |
| 3M | +5.4% | -2.2% | +7.7% | +5.5% |
| 6M | +8.2% | +5.3% | +2.8% | +5.8% |
| YTD | +14.1% | +42.4% | -28.3% | +2.8% |
| 1Y | +28.1% | +55.2% | -27.1% | +12.3% |
| 3Y | +25.3% | +21.0% | +4.3% | +15.5% |
| 5Y | +40.4% | +87.1% | -46.7% | +9.4% |
| 10Y | +132.4% | +169.8% | -37.5% | +40.6% |
| All | +190.1% | +90.5% | +99.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 all: compounded portfolio wealth divided by compounded BG 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…
all analysis · Full analysis span regression · 6 months rolling