+191.9%
QSR vs NTRS
+280.8%
-88.9%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -4.0% | +1.4% | -5.4% | -4.5% |
| 30D | +2.8% | -0.7% | +3.4% | +2.9% |
| 3M | +5.1% | +11.3% | -6.2% | +0.9% |
| 6M | +8.8% | +35.5% | -26.7% | -3.3% |
| YTD | +14.8% | +40.6% | -25.8% | +0.3% |
| 1Y | +25.7% | +49.2% | -23.5% | +7.1% |
| 3Y | +27.5% | +167.2% | -139.7% | -15.8% |
| 5Y | +41.3% | +94.9% | -53.7% | +2.7% |
| 10Y | +133.8% | +259.5% | -125.7% | +18.1% |
| All | +191.9% | +280.8% | -88.9% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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