+1,851.9%
TER vs QSR
+135.2%
+1,716.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.3% |
| 7D | +6.4% | -4.0% | +10.4% | +8.3% |
| 30D | -5.7% | +2.8% | -8.4% | -7.1% |
| 3M | -0.4% | +5.1% | -5.5% | -3.9% |
| 6M | +25.8% | +8.8% | +17.0% | +18.6% |
| YTD | +96.4% | +14.8% | +81.6% | +79.0% |
| 1Y | +229.2% | +25.7% | +203.5% | +185.2% |
| 3Y | +288.1% | +27.5% | +260.6% | +229.3% |
| 5Y | +219.9% | +41.3% | +178.7% | +155.9% |
| All | +1,851.9% | +135.2% | +1,716.7% | +1,112.8% |
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