+909.3%
FICO vs QSR
+211.2%
+698.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +0.9% | +4.5% | -3.6% | -1.6% |
| 30D | +9.4% | +9.4% | 0.0% | +4.4% |
| 3M | -30.4% | +7.5% | -37.9% | -33.2% |
| 6M | -35.1% | -0.8% | -34.3% | -35.0% |
| YTD | -56.8% | +16.9% | -73.6% | -60.3% |
| 1Y | -58.4% | +16.3% | -74.7% | -61.7% |
| 3Y | -26.7% | +25.3% | -52.0% | -36.2% |
| 5Y | +88.0% | +60.4% | +27.7% | +42.5% |
| 10Y | +545.7% | +139.2% | +406.5% | +284.9% |
| All | +909.3% | +211.2% | +698.1% | +454.2% |
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