-80.8%
FIG vs QS
-41.1%
-39.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.6% |
| 7D | -12.2% | -5.0% | -7.3% | -11.9% |
| 30D | -11.0% | -18.3% | +7.3% | -9.9% |
| 3M | +11.9% | -26.0% | +37.9% | +13.2% |
| 6M | -21.9% | -24.0% | +2.1% | -22.3% |
| YTD | -40.8% | -50.3% | +9.5% | -38.6% |
| 1Y | -56.6% | -38.0% | -18.7% | -52.4% |
| All | -80.8% | -41.1% | -39.7% | -79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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