+40.4%
QSR vs EXEL
+192.6%
-152.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.9% | -0.5% |
| 7D | -4.7% | -2.9% | -1.8% | -4.4% |
| 30D | +4.3% | +11.9% | -7.6% | +3.0% |
| 3M | +5.4% | +9.2% | -3.8% | +4.3% |
| 6M | +8.2% | +39.1% | -30.9% | +3.8% |
| YTD | +14.1% | +31.0% | -16.9% | +10.2% |
| 1Y | +28.1% | +52.3% | -24.2% | +21.0% |
| 3Y | +25.3% | +159.7% | -134.5% | +5.8% |
| 5Y | +40.4% | +187.7% | -147.3% | +9.0% |
| All | +40.4% | +192.6% | -152.2% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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