-79.9%
FIG vs QSR
+16.8%
-96.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.6% | +4.2% | +4.5% |
| 7D | -3.8% | -4.0% | +0.2% | -2.1% |
| 30D | -2.3% | +2.8% | -5.1% | -3.6% |
| 3M | +20.0% | +5.1% | +14.9% | +17.0% |
| 6M | -16.7% | +8.8% | -25.5% | -20.8% |
| YTD | -37.9% | +14.8% | -52.7% | -42.6% |
| 1Y | -58.5% | +25.7% | -84.3% | -63.8% |
| All | -79.9% | +16.8% | -96.7% | -82.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling