+175.7%
FERG vs QS
-43.2%
+218.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.0% |
| 7D | +3.4% | +2.2% | +1.2% | +3.2% |
| 30D | -11.5% | -8.1% | -3.5% | -11.1% |
| 3M | +1.3% | -27.0% | +28.3% | +2.8% |
| 6M | -1.0% | -16.4% | +15.5% | -0.5% |
| YTD | +3.2% | -46.4% | +49.6% | +6.1% |
| 1Y | -3.0% | -41.1% | +38.1% | -1.4% |
| 3Y | +55.0% | -18.6% | +73.7% | +49.4% |
| 5Y | +72.6% | -73.0% | +145.7% | +68.0% |
| All | +175.7% | -43.2% | +218.9% | +171.5% |
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