+47.6%
FE vs QSR
+43.4%
+4.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.2% | -2.4% | +2.2% | +0.3% |
| 30D | -1.2% | +5.7% | -6.9% | -2.3% |
| 3M | +1.7% | +6.9% | -5.3% | +0.2% |
| 6M | -7.5% | +6.9% | -14.3% | -9.0% |
| YTD | +6.3% | +14.9% | -8.6% | +2.8% |
| 1Y | +10.9% | +29.1% | -18.2% | +4.2% |
| 3Y | +46.9% | +26.1% | +20.8% | +36.6% |
| 5Y | +47.6% | +42.3% | +5.3% | +28.8% |
| All | +47.6% | +43.4% | +4.2% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling