+101.7%
FICO vs QS
-75.2%
+176.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.6% | -17.2% | -16.7% |
| 7D | -19.2% | -2.3% | -16.9% | -19.1% |
| 30D | -14.6% | -0.7% | -13.9% | -14.6% |
| 3M | -20.1% | -39.6% | +19.6% | -17.6% |
| 6M | -36.3% | -21.7% | -14.6% | -36.0% |
| YTD | -44.9% | -47.4% | +2.6% | -42.9% |
| 1Y | -38.6% | -28.4% | -10.3% | -39.1% |
| 3Y | +4.0% | -22.6% | +26.6% | -5.9% |
| All | +101.7% | -75.2% | +176.9% | +95.4% |
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