+171.4%
FOXA vs QS
-47.0%
+218.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.6% | +4.5% | -1.8% |
| 7D | -5.4% | -4.2% | -1.2% | -5.2% |
| 30D | +1.1% | -15.7% | +16.8% | +1.8% |
| 3M | -6.1% | -28.7% | +22.6% | -5.0% |
| 6M | +8.2% | -23.2% | +31.5% | +8.9% |
| YTD | -11.8% | -49.9% | +38.1% | -9.7% |
| 1Y | +9.9% | -38.8% | +48.7% | +10.7% |
| 3Y | +110.7% | -24.0% | +134.8% | +104.5% |
| 5Y | +86.9% | -75.6% | +162.5% | +82.3% |
| All | +171.4% | -47.0% | +218.4% | +170.8% |
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