+141.1%
QSR vs FIVE
+505.3%
-364.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.2% |
| 7D | -3.9% | +2.4% | -6.4% | -4.5% |
| 30D | +5.9% | +15.8% | -9.9% | +2.3% |
| 3M | +1.7% | +3.8% | -2.1% | +0.5% |
| 6M | -1.9% | +18.5% | -20.4% | -6.4% |
| YTD | +13.6% | +31.2% | -17.6% | +5.0% |
| 1Y | +13.1% | +61.8% | -48.7% | -0.5% |
| 3Y | +21.8% | +39.9% | -18.1% | +5.0% |
| 5Y | +57.2% | +18.3% | +38.9% | +36.4% |
| All | +141.1% | +505.3% | -364.2% | +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