-79.1%
FIG vs QS
-37.7%
-41.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.4% |
| 7D | -16.3% | -2.3% | -14.0% | -16.2% |
| 30D | -14.3% | -0.7% | -13.6% | -14.4% |
| 3M | +7.2% | -39.6% | +46.8% | +9.8% |
| 6M | -18.6% | -21.7% | +3.1% | -19.2% |
| YTD | -35.5% | -47.4% | +12.0% | -33.3% |
| 1Y | -55.8% | -28.4% | -27.4% | -50.9% |
| All | -79.1% | -37.7% | -41.4% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling