+23.7%
FITB vs QS
-39.8%
+63.4%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.5% |
| 7D | -1.0% | -5.0% | +4.0% | -0.7% |
| 30D | -5.5% | -18.3% | +12.8% | -4.2% |
| 3M | +4.1% | -26.0% | +30.1% | +5.8% |
| 6M | +18.7% | -24.0% | +42.8% | +19.6% |
| YTD | +18.2% | -50.3% | +68.4% | +22.5% |
| 1Y | +23.7% | -38.0% | +61.6% | +28.3% |
| All | +23.7% | -39.8% | +63.4% | +28.3% |
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