+231.9%
FITB vs QS
-62.6%
+294.5%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.2% | +6.3% | +1.5% |
| 7D | +2.8% | -14.0% | +16.8% | +3.8% |
| 30D | +9.8% | -6.4% | +16.2% | +10.2% |
| 3M | -5.2% | -40.3% | +35.1% | -1.8% |
| 6M | +17.3% | -57.5% | +74.8% | +23.7% |
| YTD | +19.3% | -64.7% | +84.0% | +26.8% |
| 1Y | +32.7% | -72.9% | +105.6% | +43.6% |
| 3Y | +141.6% | -33.5% | +175.0% | +131.8% |
| 5Y | +48.9% | -90.5% | +139.4% | +49.0% |
| All | +231.9% | -62.6% | +294.5% | +226.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling