+84.4%
FICO vs QS
-90.5%
+174.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.2% | +5.5% | +0.7% |
| 7D | +2.2% | -14.0% | +16.2% | +3.2% |
| 30D | +0.1% | -6.4% | +6.4% | +0.4% |
| 3M | -35.2% | -40.3% | +5.1% | -33.1% |
| 6M | -32.4% | -57.5% | +25.2% | -29.0% |
| YTD | -57.4% | -64.7% | +7.3% | -54.9% |
| 1Y | -58.5% | -72.9% | +14.3% | -55.2% |
| 3Y | -28.9% | -33.5% | +4.6% | -36.6% |
| All | +84.4% | -90.5% | +174.9% | +113.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling