+40.9%
QSR vs FLR
+238.1%
-197.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | +0.5% |
| 7D | -4.0% | -3.5% | -0.5% | -3.7% |
| 30D | +2.8% | +4.2% | -1.4% | +2.3% |
| 3M | +5.1% | +8.1% | -3.0% | +3.9% |
| 6M | +8.8% | +21.5% | -12.7% | +5.5% |
| YTD | +14.8% | +36.8% | -21.9% | +9.5% |
| 1Y | +25.7% | +31.2% | -5.5% | +20.0% |
| 3Y | +27.5% | +53.9% | -26.4% | +13.9% |
| All | +40.9% | +238.1% | -197.2% | +7.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling