+4.5%
Z vs QSR
+149.6%
-145.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.7% | -5.6% |
| 7D | -6.5% | +4.5% | -10.9% | -8.7% |
| 30D | -0.1% | +9.4% | -9.5% | -4.8% |
| 3M | -14.1% | +7.5% | -21.6% | -17.3% |
| 6M | -30.1% | -0.8% | -29.2% | -29.6% |
| YTD | -57.5% | +16.9% | -74.4% | -61.5% |
| 1Y | -60.3% | +16.3% | -76.6% | -64.0% |
| 3Y | -21.0% | +25.3% | -46.3% | -32.3% |
| 5Y | -54.9% | +60.4% | -115.3% | -66.8% |
| 10Y | -16.0% | +139.2% | -155.3% | -54.1% |
| All | +4.5% | +149.6% | -145.2% | -46.5% |
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 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