+193.4%
QSR vs FIVE
+573.5%
-380.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -1.0% |
| 7D | -2.2% | -0.5% | -1.7% | -2.2% |
| 30D | +7.8% | +17.4% | -9.6% | +3.9% |
| 3M | +5.5% | +7.0% | -1.6% | +3.6% |
| 6M | -0.2% | +20.5% | -20.7% | -5.1% |
| YTD | +15.4% | +33.1% | -17.7% | +6.6% |
| 1Y | +15.3% | +67.1% | -51.8% | +1.1% |
| 3Y | +23.7% | +41.9% | -18.2% | +6.5% |
| 5Y | +60.4% | +21.1% | +39.3% | +38.4% |
| 10Y | +142.2% | +518.8% | -376.6% | +35.0% |
| All | +193.4% | +573.5% | -380.1% | +59.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling