-39.3%
FICO vs QS
-44.4%
+5.1%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | +0.2% |
| 7D | -15.4% | +2.2% | -17.6% | -15.4% |
| 30D | -10.4% | -8.1% | -2.3% | -10.6% |
| 3M | -22.7% | -27.0% | +4.3% | -22.6% |
| 6M | -36.8% | -16.4% | -20.3% | -36.9% |
| YTD | -44.8% | -46.4% | +1.6% | -43.9% |
| 1Y | -39.3% | -41.1% | +1.8% | -33.6% |
| All | -39.3% | -44.4% | +5.1% | -33.6% |
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