+204.1%
QSR vs FIVE
+577.4%
-373.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | -1.2% |
| 7D | +2.4% | +4.3% | -1.8% | +1.4% |
| 30D | +7.6% | +12.5% | -4.9% | +4.7% |
| 3M | +12.6% | +31.2% | -18.6% | +5.6% |
| 6M | +14.4% | +14.4% | 0.0% | +9.7% |
| YTD | +19.6% | +33.9% | -14.3% | +10.6% |
| 1Y | +33.9% | +65.1% | -31.2% | +17.3% |
| 3Y | +27.1% | +49.0% | -21.9% | +8.1% |
| 5Y | +48.5% | +30.3% | +18.2% | +25.4% |
| 10Y | +126.2% | +481.1% | -354.9% | +27.5% |
| All | +204.1% | +577.4% | -373.3% | +65.5% |
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