+180.2%
FOXA vs QS
-46.4%
+226.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.8% | +1.1% |
| 7D | +0.8% | -3.6% | +4.4% | +1.0% |
| 30D | +5.0% | -17.2% | +22.3% | +5.9% |
| 3M | -3.0% | -27.0% | +23.9% | -2.0% |
| 6M | +14.8% | -24.6% | +39.3% | +15.6% |
| YTD | -8.9% | -49.3% | +40.4% | -6.8% |
| 1Y | +13.3% | -40.3% | +53.7% | +14.3% |
| 3Y | +115.4% | -23.8% | +139.2% | +108.9% |
| 5Y | +95.3% | -75.0% | +170.2% | +90.4% |
| All | +180.2% | -46.4% | +226.6% | +179.5% |
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