-16.9%
Z vs QSR
+136.7%
-153.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +2.5% |
| 7D | -13.1% | -2.2% | -10.9% | -11.9% |
| 30D | +5.9% | +7.8% | -1.9% | +1.5% |
| 3M | -13.7% | +5.5% | -19.2% | -16.1% |
| 6M | -27.1% | -0.2% | -26.9% | -27.0% |
| YTD | -56.8% | +15.4% | -72.2% | -60.8% |
| 1Y | -60.2% | +15.3% | -75.5% | -63.9% |
| 3Y | -19.7% | +23.7% | -43.4% | -31.3% |
| 5Y | -53.7% | +60.4% | -114.1% | -66.6% |
| 10Y | -16.9% | +142.2% | -159.1% | -56.2% |
| All | -16.9% | +136.7% | -153.6% | -56.2% |
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