+228.2%
FITB vs QS
-60.6%
+288.8%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -7.8% | +6.9% | -0.4% |
| 7D | +0.8% | -5.6% | +6.4% | +1.2% |
| 30D | +7.3% | -5.8% | +13.2% | +7.6% |
| 3M | -6.3% | -39.2% | +32.9% | -3.1% |
| 6M | +12.6% | -53.9% | +66.5% | +18.0% |
| YTD | +18.0% | -62.8% | +80.7% | +25.0% |
| 1Y | +28.9% | -73.5% | +102.4% | +39.7% |
| 3Y | +139.4% | -29.1% | +168.5% | +128.6% |
| 5Y | +47.2% | -90.0% | +137.2% | +46.8% |
| All | +228.2% | -60.6% | +288.8% | +221.6% |
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