+240.9%
TECH vs QSR
+211.0%
+29.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.6% |
| 7D | +0.2% | +0.1% | +0.1% | +0.1% |
| 30D | +0.1% | +5.9% | -5.8% | -1.8% |
| 3M | +37.5% | +10.5% | +27.0% | +32.8% |
| 6M | +34.6% | +7.7% | +26.9% | +31.5% |
| YTD | +23.5% | +16.8% | +6.7% | +17.5% |
| 1Y | +34.4% | +30.9% | +3.5% | +23.3% |
| 3Y | +2.3% | +28.2% | -25.9% | -6.3% |
| 5Y | -41.7% | +45.0% | -86.7% | -48.9% |
| 10Y | +177.6% | +127.3% | +50.3% | +111.7% |
| All | +240.9% | +211.0% | +29.9% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling