+133.1%
QSR vs FLR
+19.7%
+113.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.4% |
| 7D | -4.0% | -3.5% | -0.5% | -3.5% |
| 30D | +2.8% | +4.2% | -1.4% | +2.1% |
| 3M | +5.1% | +8.1% | -3.0% | +3.4% |
| 6M | +8.8% | +21.5% | -12.7% | +4.4% |
| YTD | +14.8% | +36.8% | -21.9% | +8.1% |
| 1Y | +25.7% | +31.2% | -5.5% | +18.5% |
| 3Y | +27.5% | +53.9% | -26.4% | +13.4% |
| 5Y | +41.3% | +243.0% | -201.8% | +8.1% |
| All | +133.1% | +19.7% | +113.3% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling