+33.9%
QSR vs FLR
+31.2%
+2.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | -0.2% |
| 7D | +2.4% | +5.4% | -3.0% | +2.6% |
| 30D | +7.6% | +11.4% | -3.8% | +8.0% |
| 3M | +12.6% | +11.4% | +1.2% | +13.1% |
| 6M | +14.4% | +16.6% | -2.3% | +14.6% |
| YTD | +19.6% | +41.7% | -22.1% | +19.0% |
| 1Y | +33.9% | +35.4% | -1.5% | +32.0% |
| All | +33.9% | +31.2% | +2.7% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 1y: compounded portfolio wealth divided by compounded FLR 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…
1y analysis · Full analysis span regression · 6 months rolling