+192.1%
QSR vs USFR
+29.5%
+162.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -2.4% | +0.1% | -2.4% | -2.4% |
| 30D | +5.7% | +0.3% | +5.4% | +5.4% |
| 3M | +6.9% | +1.0% | +6.0% | +6.0% |
| 6M | +6.9% | +1.9% | +4.9% | +5.1% |
| YTD | +14.9% | +2.7% | +12.3% | +12.3% |
| 1Y | +29.1% | +4.0% | +25.1% | +24.8% |
| 3Y | +26.1% | +14.0% | +12.1% | +12.5% |
| 5Y | +42.3% | +20.4% | +21.9% | +20.9% |
| 10Y | +134.0% | +28.0% | +106.0% | +89.2% |
| All | +192.1% | +29.5% | +162.7% | +135.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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