+40.9%
QSR vs EVRG
+48.0%
-7.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.9% |
| YTD | +14.8% | +15.5% | -0.6% | +9.1% |
| 1Y | +25.7% | +16.8% | +8.9% | +18.9% |
| 3Y | +27.5% | +75.0% | -47.5% | +4.6% |
| All | +40.9% | +48.0% | -7.1% | +17.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling