+101.7%
FICO vs QSR
+46.1%
+55.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +1.4% |
| 7D | -15.4% | +0.1% | -15.5% | -15.5% |
| 30D | -10.4% | +5.9% | -16.3% | -13.3% |
| 3M | -22.7% | +10.5% | -33.2% | -26.6% |
| 6M | -36.8% | +7.7% | -44.5% | -39.4% |
| YTD | -44.8% | +16.8% | -61.6% | -49.4% |
| 1Y | -39.3% | +30.9% | -70.2% | -47.6% |
| 3Y | +3.7% | +28.2% | -24.5% | -12.5% |
| 5Y | +101.7% | +45.0% | +56.8% | +39.5% |
| All | +101.7% | +46.1% | +55.7% | +39.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling