+192.1%
QSR vs EVRG
+213.9%
-21.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.2% |
| 7D | -2.4% | +0.6% | -2.9% | -2.6% |
| 30D | +5.7% | -0.2% | +5.9% | +5.7% |
| 3M | +6.9% | -0.5% | +7.4% | +7.1% |
| 6M | +6.9% | +0.2% | +6.7% | +6.7% |
| YTD | +14.9% | +14.9% | 0.0% | +9.0% |
| 1Y | +29.1% | +18.2% | +10.9% | +21.1% |
| 3Y | +26.1% | +70.2% | -44.1% | +3.1% |
| 5Y | +42.3% | +45.3% | -3.0% | +21.9% |
| 10Y | +134.0% | +112.4% | +21.6% | +74.3% |
| All | +192.1% | +213.9% | -21.8% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling