+906.8%
FICO vs QSR
+207.3%
+699.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.4% |
| 7D | +4.0% | -2.2% | +6.2% | +5.1% |
| 30D | -1.5% | +7.8% | -9.3% | -5.3% |
| 3M | -29.8% | +5.5% | -35.3% | -31.9% |
| 6M | -33.3% | -0.2% | -33.0% | -33.4% |
| YTD | -56.9% | +15.4% | -72.3% | -60.2% |
| 1Y | -59.5% | +15.3% | -74.8% | -62.5% |
| 3Y | -26.9% | +23.7% | -50.6% | -36.0% |
| 5Y | +92.9% | +60.4% | +32.5% | +46.2% |
| 10Y | +539.5% | +142.2% | +397.3% | +280.5% |
| All | +906.8% | +207.3% | +699.5% | +456.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling