+231.4%
FITB vs QS
-44.4%
+275.7%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.7% | -0.2% |
| 7D | +0.6% | -2.3% | +2.9% | +0.8% |
| 30D | -4.7% | -0.7% | -4.0% | -4.8% |
| 3M | +6.7% | -39.6% | +46.3% | +10.0% |
| 6M | +12.6% | -21.7% | +34.3% | +13.5% |
| YTD | +19.1% | -47.4% | +66.5% | +23.3% |
| 1Y | +22.6% | -28.4% | +51.0% | +22.6% |
| 3Y | +127.1% | -22.6% | +149.7% | +115.4% |
| 5Y | +71.8% | -75.6% | +147.4% | +65.8% |
| All | +231.4% | -44.4% | +275.7% | +217.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling