+45.0%
QSR vs RACE
+92.4%
-47.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.1% |
| 7D | +0.1% | -1.0% | +1.1% | +0.3% |
| 30D | +5.9% | -1.5% | +7.5% | +6.3% |
| 3M | +10.5% | +15.5% | -5.0% | +6.6% |
| 6M | +7.7% | +17.3% | -9.6% | +3.2% |
| YTD | +16.8% | +11.1% | +5.7% | +12.9% |
| 1Y | +30.9% | -14.3% | +45.1% | +34.7% |
| 3Y | +28.2% | +40.2% | -12.0% | +8.5% |
| 5Y | +45.0% | +92.6% | -47.6% | +8.0% |
| All | +45.0% | +92.4% | -47.5% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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