+204.1%
QSR vs EXPD
+393.5%
-189.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +2.4% | -1.1% | +3.6% | +2.8% |
| 30D | +7.6% | +4.1% | +3.6% | +6.1% |
| 3M | +12.6% | +17.9% | -5.3% | +6.1% |
| 6M | +14.4% | +29.2% | -14.9% | +4.0% |
| YTD | +19.6% | +27.4% | -7.7% | +8.8% |
| 1Y | +33.9% | +56.8% | -23.0% | +12.5% |
| 3Y | +27.1% | +68.0% | -40.9% | +2.1% |
| 5Y | +48.5% | +61.9% | -13.3% | +17.8% |
| 10Y | +126.2% | +316.0% | -189.8% | +12.7% |
| All | +204.1% | +393.5% | -189.4% | +40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling