-80.8%
FIG vs QSR
+16.1%
-96.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.9% |
| 7D | -12.2% | -4.7% | -7.5% | -10.4% |
| 30D | -11.0% | +4.3% | -15.3% | -12.7% |
| 3M | +11.9% | +5.4% | +6.4% | +9.0% |
| 6M | -21.9% | +8.2% | -30.1% | -25.6% |
| YTD | -40.8% | +14.1% | -54.9% | -45.1% |
| 1Y | -56.6% | +28.1% | -84.7% | -62.7% |
| All | -80.8% | +16.1% | -96.9% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling