+31.8%
QSR vs EXPD
+69.2%
-37.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.3% |
| 7D | +2.4% | -1.1% | +3.6% | +2.7% |
| 30D | +7.6% | +4.1% | +3.6% | +6.6% |
| 3M | +12.6% | +17.9% | -5.3% | +8.4% |
| 6M | +14.4% | +29.2% | -14.9% | +7.6% |
| YTD | +19.6% | +27.4% | -7.7% | +12.9% |
| 1Y | +33.9% | +56.8% | -23.0% | +20.4% |
| All | +31.8% | +69.2% | -37.4% | +13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling