-53.5%
S vs QSR
+42.5%
-96.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | -0.7% | -4.0% | +3.4% | +1.5% |
| 30D | -11.4% | +2.8% | -14.2% | -13.0% |
| 3M | +33.8% | +5.1% | +28.7% | +29.2% |
| 6M | +39.5% | +8.8% | +30.7% | +31.0% |
| YTD | +31.7% | +14.8% | +16.8% | +19.2% |
| 1Y | +7.0% | +25.7% | -18.7% | -9.5% |
| 3Y | +11.8% | +27.5% | -15.8% | -8.4% |
| 5Y | -69.0% | +41.3% | -110.3% | -81.3% |
| All | -53.5% | +42.5% | -96.0% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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