+62.1%
FICO vs QS
-56.5%
+118.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.6% |
| 7D | -0.9% | +5.4% | -6.4% | -1.2% |
| 30D | +3.3% | -5.3% | +8.7% | +3.5% |
| 3M | -31.7% | -22.6% | -9.1% | -31.2% |
| 6M | -34.0% | -46.2% | +12.2% | -32.8% |
| YTD | -58.3% | -58.9% | +0.6% | -57.2% |
| 1Y | -57.9% | -73.1% | +15.1% | -56.1% |
| 3Y | -24.1% | -27.2% | +3.2% | -27.1% |
| 5Y | +85.3% | -86.2% | +171.5% | +80.9% |
| All | +62.1% | -56.5% | +118.7% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling