+4.8%
FE vs QS
-74.1%
+78.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.0% | -3.9% | +0.2% |
| 7D | -0.5% | +8.0% | -8.5% | -0.3% |
| 30D | +4.3% | -2.8% | +7.2% | +4.2% |
| 3M | +0.4% | -28.1% | +28.5% | -0.7% |
| 6M | +6.9% | -41.0% | +47.9% | +5.0% |
| YTD | +8.0% | -57.3% | +65.3% | +6.5% |
| 1Y | +4.8% | -72.7% | +77.5% | +3.8% |
| All | +4.8% | -74.1% | +78.9% | +3.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling