+34.3%
FANG vs QS
-71.4%
+105.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +7.5% | -12.4% | -4.4% |
| 7D | -11.3% | +4.5% | -15.8% | -11.0% |
| 30D | -0.7% | -4.1% | +3.5% | -0.5% |
| 3M | -4.2% | -22.1% | +18.0% | -4.8% |
| 6M | -13.5% | -38.4% | +24.9% | -13.7% |
| YTD | +23.7% | -57.5% | +81.2% | +26.3% |
| 1Y | +34.3% | -71.3% | +105.6% | +38.8% |
| All | +34.3% | -71.4% | +105.8% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 1y: compounded portfolio wealth divided by compounded QS 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…
1y analysis · Full analysis span regression · 6 months rolling