-28.9%
FICO vs QS
-32.2%
+3.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +0.4% |
| 7D | +2.2% | -14.0% | +16.2% | +2.3% |
| 30D | +0.1% | -6.4% | +6.4% | +0.1% |
| 3M | -35.2% | -40.3% | +5.1% | -35.0% |
| 6M | -32.4% | -57.5% | +25.2% | -31.9% |
| YTD | -57.4% | -64.7% | +7.3% | -56.9% |
| 1Y | -58.5% | -72.9% | +14.3% | -57.8% |
| 3Y | -28.9% | -33.5% | +4.6% | -30.8% |
| All | -28.9% | -32.2% | +3.4% | -30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling