+519.6%
V vs QSR
+218.5%
+301.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | -1.7% | +2.4% | -4.2% | -2.7% |
| 30D | +2.0% | +7.6% | -5.7% | -1.2% |
| 3M | +17.4% | +12.6% | +4.7% | +11.4% |
| 6M | +17.5% | +14.4% | +3.1% | +10.5% |
| YTD | +7.6% | +19.6% | -12.0% | -1.0% |
| 1Y | +7.7% | +33.9% | -26.2% | -5.7% |
| 3Y | +54.7% | +27.1% | +27.5% | +35.7% |
| 5Y | +73.0% | +48.5% | +24.5% | +40.2% |
| 10Y | +390.9% | +126.2% | +264.6% | +220.0% |
| All | +519.6% | +218.5% | +301.1% | +269.0% |
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