+665.4%
FICO vs QSR
+126.5%
+538.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +7.0% | +6.2% |
| 7D | -10.6% | -2.4% | -8.2% | -9.5% |
| 30D | -6.3% | +5.7% | -12.0% | -9.3% |
| 3M | -19.7% | +6.9% | -26.7% | -22.6% |
| 6M | -31.8% | +6.9% | -38.6% | -34.4% |
| YTD | -41.8% | +14.9% | -56.7% | -46.4% |
| 1Y | -36.4% | +29.1% | -65.5% | -45.0% |
| 3Y | +9.3% | +26.1% | -16.8% | -6.6% |
| 5Y | +113.0% | +42.3% | +70.7% | +67.5% |
| 10Y | +665.4% | +134.0% | +531.5% | +332.6% |
| All | +665.4% | +126.5% | +538.9% | +332.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling