+108.3%
FE vs QS
-60.6%
+168.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.8% | +0.1% |
| 7D | -0.3% | -5.6% | +5.3% | -0.2% |
| 30D | +3.9% | -5.8% | +9.7% | +3.9% |
| 3M | -0.1% | -39.2% | +39.1% | +0.6% |
| 6M | +6.1% | -53.9% | +60.0% | +7.1% |
| YTD | +8.1% | -62.8% | +70.8% | +9.4% |
| 1Y | +4.4% | -73.5% | +77.9% | +6.3% |
| 3Y | +49.0% | -29.1% | +78.1% | +46.2% |
| 5Y | +46.1% | -90.0% | +136.1% | +46.0% |
| All | +108.3% | -60.6% | +168.9% | +101.5% |
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