-83.2%
FIG vs QS
-58.2%
-25.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -5.2% | +8.0% | +3.3% |
| 7D | +3.4% | -14.0% | +17.4% | +4.9% |
| 30D | -9.5% | -6.4% | -3.1% | -8.6% |
| 3M | -26.2% | -40.3% | +14.1% | -23.3% |
| 6M | +2.7% | -57.5% | +60.2% | +8.2% |
| YTD | -48.0% | -64.7% | +16.7% | -44.5% |
| 1Y | -52.0% | -72.9% | +20.8% | -47.2% |
| All | -83.2% | -58.2% | -25.0% | -81.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling