-59.5%
FICO vs QS
-73.9%
+14.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.4% | +5.1% | -0.6% |
| 7D | +4.0% | -5.0% | +8.9% | +3.6% |
| 30D | -1.5% | -1.4% | -0.1% | -1.7% |
| 3M | -29.8% | -33.6% | +3.8% | -32.1% |
| 6M | -33.3% | -47.6% | +14.3% | -35.1% |
| YTD | -56.9% | -59.6% | +2.7% | -57.1% |
| 1Y | -59.5% | -73.5% | +14.1% | -58.7% |
| All | -59.5% | -73.9% | +14.4% | -58.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling