+34.1%
FITB vs QS
-71.4%
+105.6%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +7.5% | -6.1% | +0.8% |
| 7D | +2.3% | +4.5% | -2.1% | +1.9% |
| 30D | +7.7% | -4.1% | +11.8% | +7.9% |
| 3M | -4.5% | -22.1% | +17.7% | -2.9% |
| 6M | +12.5% | -38.4% | +50.9% | +15.3% |
| YTD | +19.8% | -57.5% | +77.3% | +28.0% |
| 1Y | +34.1% | -71.3% | +105.5% | +48.2% |
| All | +34.1% | -71.4% | +105.6% | +48.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling