-56.3%
Z vs QSR
+54.8%
-111.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.3% | -1.7% |
| 7D | -4.6% | +7.3% | -11.8% | -8.8% |
| 30D | +8.3% | +11.9% | -3.6% | +1.0% |
| 3M | -11.6% | +7.5% | -19.1% | -15.4% |
| 6M | -33.6% | +2.5% | -36.1% | -34.7% |
| YTD | -56.7% | +17.0% | -73.6% | -61.5% |
| 1Y | -59.1% | +18.1% | -77.2% | -64.0% |
| 3Y | -20.4% | +28.6% | -49.0% | -36.2% |
| All | -56.3% | +54.8% | -111.1% | -73.8% |
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