+139.2%
QSR vs EXPD
+329.8%
-190.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +4.5% | -7.4% | +11.9% | +7.0% |
| 30D | +9.4% | -2.1% | +11.5% | +10.0% |
| 3M | +7.5% | +5.7% | +1.8% | +5.2% |
| 6M | -0.8% | +21.4% | -22.2% | -7.6% |
| YTD | +16.9% | +27.6% | -10.8% | +6.3% |
| 1Y | +16.3% | +36.1% | -19.8% | +3.4% |
| 3Y | +25.3% | +69.9% | -44.6% | +0.9% |
| 5Y | +60.4% | +59.7% | +0.7% | +29.3% |
| 10Y | +139.2% | +323.0% | -183.8% | +28.5% |
| All | +139.2% | +329.8% | -190.6% | +28.5% |
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