+134.0%
QSR vs EXPD
+316.4%
-182.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -2.0% |
| 7D | -2.4% | +1.2% | -3.5% | -2.7% |
| 30D | +5.7% | +5.2% | +0.5% | +3.9% |
| 3M | +6.9% | +13.2% | -6.3% | +2.4% |
| 6M | +6.9% | +30.3% | -23.5% | -2.7% |
| YTD | +14.9% | +27.0% | -12.1% | +5.1% |
| 1Y | +29.1% | +57.3% | -28.2% | +9.3% |
| 3Y | +26.1% | +70.0% | -43.9% | +1.9% |
| 5Y | +42.3% | +61.6% | -19.3% | +14.2% |
| 10Y | +134.0% | +321.1% | -187.1% | +31.5% |
| All | +134.0% | +316.4% | -182.4% | +31.5% |
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