+133.1%
QSR vs EVRG
+113.9%
+19.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.3% | +0.3% | +0.5% |
| 7D | -4.0% | +0.1% | -4.1% | -4.0% |
| 30D | +2.8% | -1.2% | +4.0% | +3.1% |
| 3M | +5.1% | -0.6% | +5.7% | +5.3% |
| 6M | +8.8% | +2.4% | +6.4% | +7.7% |
| YTD | +14.8% | +15.5% | -0.6% | +8.6% |
| 1Y | +25.7% | +16.8% | +8.9% | +18.3% |
| 3Y | +27.5% | +75.0% | -47.5% | +2.8% |
| 5Y | +41.3% | +49.3% | -8.1% | +19.5% |
| All | +133.1% | +113.9% | +19.2% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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