-39.7%
FICO vs QSR
+31.3%
-71.0%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.7% |
| 7D | -15.4% | +0.1% | -15.5% | -15.5% |
| 30D | -10.4% | +5.9% | -16.3% | -14.0% |
| 3M | -22.7% | +10.5% | -33.2% | -27.2% |
| 6M | -36.8% | +7.7% | -44.5% | -40.6% |
| YTD | -44.8% | +16.8% | -61.6% | -51.1% |
| All | -39.7% | +31.3% | -71.0% | -54.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling