-24.1%
FICO vs QS
-30.4%
+6.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.4% |
| 7D | -0.9% | +5.4% | -6.4% | -1.0% |
| 30D | +3.3% | -5.3% | +8.7% | +3.3% |
| 3M | -31.7% | -22.6% | -9.1% | -31.7% |
| 6M | -34.0% | -46.2% | +12.2% | -33.7% |
| YTD | -58.3% | -58.9% | +0.6% | -57.9% |
| 1Y | -57.9% | -73.1% | +15.1% | -57.1% |
| 3Y | -24.1% | -27.2% | +3.2% | -26.0% |
| All | -24.1% | -30.4% | +6.3% | -26.0% |
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 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