+196.9%
QSR vs EXEL
+4,109.5%
-3,912.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.1% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | +5.9% | +6.7% | -0.7% | +5.2% |
| 3M | +10.5% | +11.5% | -1.0% | +9.2% |
| 6M | +7.7% | +38.8% | -31.1% | +3.9% |
| YTD | +16.8% | +31.6% | -14.8% | +13.1% |
| 1Y | +30.9% | +53.0% | -22.1% | +24.5% |
| 3Y | +28.2% | +160.8% | -132.6% | +13.6% |
| 5Y | +45.0% | +190.1% | -145.1% | +26.0% |
| 10Y | +127.3% | +367.0% | -239.7% | +82.7% |
| All | +196.9% | +4,109.5% | -3,912.6% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling