+140.9%
QSR vs FIVE
+504.2%
-363.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -2.9% | +2.7% | -5.6% | -3.6% |
| 30D | +4.1% | +12.7% | -8.5% | +1.2% |
| 3M | -0.7% | +2.1% | -2.7% | -1.4% |
| 6M | +0.4% | +17.5% | -17.0% | -4.0% |
| YTD | +13.5% | +31.0% | -17.4% | +5.0% |
| 1Y | +11.0% | +67.7% | -56.8% | -3.2% |
| 3Y | +22.0% | +43.4% | -21.4% | +4.4% |
| 5Y | +57.1% | +18.1% | +39.0% | +36.4% |
| All | +140.9% | +504.2% | -363.3% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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