-5.8%
Z vs QSR
+122.5%
-128.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.1% | -5.0% |
| 7D | -3.3% | +0.1% | -3.3% | -3.2% |
| 30D | -3.7% | +5.9% | -9.6% | -7.0% |
| 3M | -7.0% | +10.5% | -17.5% | -12.4% |
| 6M | -29.5% | +7.7% | -37.2% | -33.2% |
| YTD | -52.6% | +16.8% | -69.3% | -57.4% |
| 1Y | -64.0% | +30.9% | -94.9% | -70.0% |
| 3Y | -36.4% | +28.2% | -64.6% | -47.2% |
| 5Y | -65.8% | +45.0% | -110.7% | -74.0% |
| 10Y | -5.8% | +127.3% | -133.1% | -50.4% |
| All | -5.8% | +122.5% | -128.3% | -50.4% |
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