+116.0%
FDX vs QS
-44.4%
+160.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.1% | -0.6% |
| 7D | -2.5% | -2.3% | -0.2% | -2.4% |
| 30D | +3.8% | -0.7% | +4.5% | +3.8% |
| 3M | -1.3% | -39.6% | +38.3% | +1.1% |
| 6M | +5.0% | -21.7% | +26.7% | +5.8% |
| YTD | +39.6% | -47.4% | +87.1% | +43.5% |
| 1Y | +81.1% | -28.4% | +109.5% | +81.2% |
| 3Y | +63.0% | -22.6% | +85.6% | +56.3% |
| 5Y | +65.6% | -75.6% | +141.2% | +61.4% |
| All | +116.0% | -44.4% | +160.4% | +119.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling