+726.2%
FLEX vs QS
-74.6%
+800.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.0% | +2.4% | +4.1% |
| 7D | +7.0% | +2.2% | +4.8% | +6.6% |
| 30D | -5.8% | -8.1% | +2.3% | -4.5% |
| 3M | -24.2% | -27.0% | +2.8% | -20.5% |
| 6M | +90.8% | -16.4% | +107.2% | +96.5% |
| YTD | +89.2% | -46.4% | +135.5% | +105.9% |
| 1Y | +104.7% | -41.1% | +145.8% | +116.0% |
| 3Y | +478.1% | -18.6% | +496.7% | +430.8% |
| 5Y | +726.2% | -73.0% | +799.2% | +710.7% |
| All | +726.2% | -74.6% | +800.8% | +710.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling