+0.5%
FERG vs QSR
+28.6%
-28.1%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -2.6% | -4.0% | +1.4% | -1.8% |
| 30D | -8.9% | +2.8% | -11.6% | -9.5% |
| 3M | -2.0% | +5.1% | -7.1% | -3.2% |
| 6M | -3.2% | +8.8% | -12.0% | -5.5% |
| YTD | +1.5% | +14.8% | -13.3% | -2.9% |
| 1Y | +0.5% | +25.7% | -25.2% | -6.9% |
| All | +0.5% | +28.6% | -28.1% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling