+101.6%
FE vs QSR
+218.5%
-116.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +1.9% | +2.4% | -0.5% | +1.3% |
| 30D | -1.2% | +7.6% | -8.8% | -3.0% |
| 3M | +3.5% | +12.6% | -9.1% | +0.4% |
| 6M | -6.1% | +14.4% | -20.4% | -9.4% |
| YTD | +7.6% | +19.6% | -12.0% | +2.4% |
| 1Y | +11.9% | +33.9% | -22.0% | +3.4% |
| 3Y | +48.4% | +27.1% | +21.3% | +37.2% |
| 5Y | +44.8% | +48.5% | -3.7% | +27.2% |
| 10Y | +115.9% | +126.2% | -10.3% | +64.6% |
| All | +101.6% | +218.5% | -116.9% | +44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling