+90.9%
FOXA vs QS
-75.4%
+166.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.8% | +2.1% |
| 7D | -3.7% | -5.0% | +1.2% | -3.3% |
| 30D | +5.4% | -18.3% | +23.7% | +7.0% |
| 3M | -3.7% | -26.0% | +22.3% | -1.8% |
| 6M | +12.6% | -24.0% | +36.6% | +13.9% |
| YTD | -10.0% | -50.3% | +40.3% | -5.9% |
| 1Y | +15.0% | -38.0% | +53.0% | +16.0% |
| 3Y | +115.1% | -24.6% | +139.7% | +99.2% |
| All | +90.9% | -75.4% | +166.3% | +86.0% |
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