+49.8%
FE vs QSR
+21.9%
+27.9%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.5% | +0.2% |
| 7D | -0.3% | -3.9% | +3.6% | +0.3% |
| 30D | +3.9% | +5.9% | -2.0% | +3.0% |
| 3M | -0.1% | +1.7% | -1.8% | -0.4% |
| 6M | +6.1% | -1.9% | +7.9% | +6.1% |
| YTD | +8.1% | +13.6% | -5.6% | +5.8% |
| 1Y | +4.4% | +13.1% | -8.7% | +2.3% |
| All | +49.8% | +21.9% | +27.9% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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