+604.5%
XYZ vs QSR
+126.5%
+478.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | +0.3% |
| 7D | -3.7% | -2.4% | -1.4% | -2.0% |
| 30D | +0.5% | +5.7% | -5.2% | -3.5% |
| 3M | +16.3% | +6.9% | +9.3% | +10.5% |
| 6M | +21.1% | +6.9% | +14.3% | +14.4% |
| YTD | +22.0% | +14.9% | +7.1% | +9.4% |
| 1Y | +5.2% | +29.1% | -23.9% | -13.8% |
| 3Y | +49.6% | +26.1% | +23.5% | +21.9% |
| 5Y | -68.4% | +42.3% | -110.7% | -76.3% |
| 10Y | +604.5% | +134.0% | +470.6% | +278.5% |
| All | +604.5% | +126.5% | +478.0% | +278.5% |
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 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