+46.0%
FE vs QS
-30.4%
+76.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.6% | -0.4% |
| 7D | 0.0% | +5.4% | -5.5% | 0.0% |
| 30D | +5.2% | -5.3% | +10.5% | +5.2% |
| 3M | 0.0% | -22.6% | +22.6% | -0.1% |
| 6M | +5.0% | -46.2% | +51.2% | +4.8% |
| YTD | +7.9% | -58.9% | +66.8% | +7.7% |
| 1Y | +6.3% | -73.1% | +79.4% | +6.2% |
| 3Y | +46.0% | -27.2% | +73.2% | +42.7% |
| All | +46.0% | -30.4% | +76.4% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling