+106.0%
FE vs QS
-43.2%
+149.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -0.7% |
| 7D | +0.6% | +2.2% | -1.6% | +0.6% |
| 30D | -2.1% | -8.1% | +5.9% | -2.0% |
| 3M | +2.6% | -27.0% | +29.6% | +3.0% |
| 6M | -6.8% | -16.4% | +9.7% | -6.8% |
| YTD | +6.9% | -46.4% | +53.2% | +7.6% |
| 1Y | +11.6% | -41.1% | +52.7% | +11.8% |
| 3Y | +47.7% | -18.6% | +66.3% | +44.9% |
| 5Y | +46.2% | -73.0% | +119.3% | +44.1% |
| All | +106.0% | -43.2% | +149.3% | +98.3% |
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