+228.2%
TER vs QSR
+43.4%
+184.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.8% |
| 7D | +12.4% | -2.4% | +14.7% | +13.4% |
| 30D | +5.1% | +5.7% | -0.6% | +2.3% |
| 3M | +4.0% | +6.9% | -3.0% | -0.6% |
| 6M | +29.5% | +6.9% | +22.7% | +22.8% |
| YTD | +98.5% | +14.9% | +83.6% | +79.1% |
| 1Y | +234.1% | +29.1% | +205.0% | +178.2% |
| 3Y | +289.0% | +26.1% | +262.9% | +218.9% |
| 5Y | +228.2% | +42.3% | +185.9% | +128.5% |
| All | +228.2% | +43.4% | +184.7% | +128.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling