+1,866.8%
TER vs QSR
+218.5%
+1,648.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.5% |
| 7D | +0.6% | +2.4% | -1.8% | -0.4% |
| 30D | -8.3% | +7.6% | -15.9% | -11.2% |
| 3M | -12.2% | +12.6% | -24.8% | -17.7% |
| 6M | +17.1% | +14.4% | +2.7% | +8.4% |
| YTD | +84.7% | +19.6% | +65.1% | +66.6% |
| 1Y | +199.9% | +33.9% | +166.0% | +155.5% |
| 3Y | +232.8% | +27.1% | +205.7% | +187.5% |
| 5Y | +198.6% | +48.5% | +150.0% | +138.9% |
| 10Y | +1,669.7% | +126.2% | +1,543.5% | +1,040.5% |
| All | +1,866.8% | +218.5% | +1,648.3% | +1,064.6% |
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