-80.3%
FIG vs QSR
+18.8%
-99.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -4.7% |
| 7D | -16.4% | +0.1% | -16.4% | -16.3% |
| 30D | -2.3% | +5.9% | -8.2% | -4.9% |
| 3M | +7.8% | +10.5% | -2.6% | +3.2% |
| 6M | -21.8% | +7.7% | -29.6% | -25.5% |
| YTD | -39.1% | +16.8% | -55.9% | -44.1% |
| 1Y | -56.6% | +30.9% | -87.5% | -63.0% |
| All | -80.3% | +18.8% | -99.1% | -83.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling