+140.9%
QSR vs EXPD
+335.0%
-194.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -2.9% | +5.5% | -8.5% | -4.7% |
| 30D | +4.1% | -0.8% | +4.9% | +4.2% |
| 3M | -0.7% | +4.1% | -4.8% | -2.3% |
| 6M | +0.4% | +25.7% | -25.2% | -7.5% |
| YTD | +13.5% | +31.4% | -17.9% | +2.3% |
| 1Y | +11.0% | +42.2% | -31.2% | -2.7% |
| 3Y | +22.0% | +77.2% | -55.2% | -3.2% |
| 5Y | +57.1% | +61.0% | -3.9% | +26.6% |
| All | +140.9% | +335.0% | -194.1% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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