+192.1%
QSR vs EFV
+149.8%
+42.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -0.9% |
| 7D | -2.4% | -0.5% | -1.8% | -1.9% |
| 30D | +5.7% | 0.0% | +5.7% | +5.7% |
| 3M | +6.9% | +8.4% | -1.5% | +0.2% |
| 6M | +6.9% | +12.3% | -5.5% | -3.3% |
| YTD | +14.9% | +17.4% | -2.5% | -0.1% |
| 1Y | +29.1% | +27.1% | +2.0% | +5.0% |
| 3Y | +26.1% | +90.7% | -64.6% | -27.9% |
| 5Y | +42.3% | +95.6% | -53.3% | -21.4% |
| 10Y | +134.0% | +165.3% | -31.3% | -5.1% |
| All | +192.1% | +149.8% | +42.3% | +22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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