+169.2%
FERG vs QS
-47.4%
+216.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -1.0% |
| 7D | -1.0% | -5.0% | +3.9% | -0.7% |
| 30D | -11.8% | -18.3% | +6.5% | -10.8% |
| 3M | -1.2% | -26.0% | +24.8% | +0.2% |
| 6M | -2.3% | -24.0% | +21.7% | -1.3% |
| YTD | +0.8% | -50.3% | +51.1% | +4.0% |
| 1Y | +0.5% | -38.0% | +38.4% | +1.8% |
| 3Y | +51.4% | -24.6% | +76.0% | +46.5% |
| 5Y | +67.5% | -75.4% | +142.9% | +63.7% |
| All | +169.2% | -47.4% | +216.6% | +166.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling