+107.5%
FE vs QS
-44.4%
+151.8%
-28.6%
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 | +1.9% | -2.3% | +4.3% | +2.0% |
| 30D | -1.2% | -0.7% | -0.4% | -1.2% |
| 3M | +3.5% | -39.6% | +43.1% | +4.2% |
| 6M | -6.1% | -21.7% | +15.7% | -5.9% |
| YTD | +7.6% | -47.4% | +55.0% | +8.4% |
| 1Y | +11.9% | -28.4% | +40.3% | +11.7% |
| 3Y | +48.4% | -22.6% | +71.0% | +45.8% |
| 5Y | +44.8% | -75.6% | +120.4% | +42.9% |
| All | +107.5% | -44.4% | +151.8% | +99.7% |
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 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