-72.9%
QS vs FDS
+25.7%
-98.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.3% | -5.5% | -5.1% |
| 7D | -14.0% | +1.5% | -15.5% | -13.9% |
| 30D | -6.4% | +14.8% | -21.2% | -4.9% |
| 3M | -40.3% | +16.3% | -56.5% | -39.2% |
| 6M | -57.5% | +66.2% | -123.7% | -54.3% |
| YTD | -64.7% | +16.2% | -80.9% | -62.9% |
| 1Y | -72.9% | +21.8% | -94.7% | -71.2% |
| All | -72.9% | +25.7% | -98.6% | -71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling