+66.6%
FICO vs QS
-53.6%
+120.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +6.8% | -4.0% | +2.5% |
| 7D | -0.1% | +13.7% | -13.7% | -0.6% |
| 30D | +8.4% | -0.2% | +8.6% | +8.3% |
| 3M | -30.5% | -24.8% | -5.7% | -29.9% |
| 6M | -35.7% | -39.4% | +3.7% | -34.9% |
| YTD | -57.2% | -56.1% | -1.0% | -56.2% |
| 1Y | -58.4% | -72.5% | +14.1% | -56.6% |
| 3Y | -24.8% | -16.3% | -8.5% | -28.3% |
| 5Y | +79.3% | -87.6% | +166.8% | +74.6% |
| All | +66.6% | -53.6% | +120.2% | +82.0% |
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