+110.4%
FDX vs QS
-43.2%
+153.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.0% | -4.6% | -2.7% |
| 7D | -3.3% | +2.2% | -5.5% | -3.4% |
| 30D | -1.4% | -8.1% | +6.7% | -1.0% |
| 3M | -4.5% | -27.0% | +22.5% | -3.1% |
| 6M | +9.4% | -16.4% | +25.9% | +9.8% |
| YTD | +36.0% | -46.4% | +82.4% | +39.6% |
| 1Y | +75.5% | -41.1% | +116.6% | +77.7% |
| 3Y | +62.8% | -18.6% | +81.4% | +55.6% |
| 5Y | +64.4% | -73.0% | +137.4% | +59.9% |
| All | +110.4% | -43.2% | +153.6% | +113.3% |
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