+477.9%
FANG vs QS
-46.4%
+524.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | +2.9% | -3.6% | +6.5% | +3.0% |
| 30D | +2.6% | -17.2% | +19.9% | +3.4% |
| 3M | +7.6% | -27.0% | +34.5% | +8.7% |
| 6M | +17.3% | -24.6% | +41.9% | +18.0% |
| YTD | +38.7% | -49.3% | +88.0% | +41.9% |
| 1Y | +51.6% | -40.3% | +92.0% | +52.9% |
| 3Y | +50.0% | -23.8% | +73.8% | +44.0% |
| 5Y | +237.6% | -75.0% | +312.5% | +229.6% |
| All | +477.9% | -46.4% | +524.3% | +433.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling