-57.5%
QS vs FDS
+0.5%
-58.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.7% | -8.1% | -6.0% |
| 7D | -5.0% | -2.1% | -2.8% | -4.6% |
| 30D | -1.4% | +16.0% | -17.4% | -5.0% |
| 3M | -33.6% | +18.8% | -52.4% | -36.7% |
| 6M | -47.6% | +54.1% | -101.7% | -54.5% |
| YTD | -59.6% | +17.0% | -76.6% | -61.3% |
| 1Y | -73.5% | +25.5% | -99.1% | -75.7% |
| 3Y | -23.0% | -23.3% | +0.3% | -11.0% |
| 5Y | -89.4% | -22.6% | -66.8% | -88.8% |
| All | -57.5% | +0.5% | -58.0% | -70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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