+108.3%
V vs QSR
+53.9%
+54.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.3% |
| 7D | +0.9% | -2.9% | +3.9% | +2.1% |
| 30D | +9.0% | +4.1% | +4.8% | +7.2% |
| 3M | +16.7% | -0.7% | +17.4% | +16.8% |
| 6M | +33.4% | +0.4% | +33.0% | +32.7% |
| YTD | +22.4% | +13.5% | +8.8% | +15.2% |
| 1Y | +27.7% | +11.0% | +16.7% | +21.2% |
| 3Y | +78.0% | +22.0% | +56.0% | +57.6% |
| All | +108.3% | +53.9% | +54.4% | +53.1% |
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