-18.6%
QS vs FDS
-30.4%
+11.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +1.9% |
| 7D | +2.2% | -5.4% | +7.6% | +2.0% |
| 30D | -8.1% | +1.6% | -9.6% | -8.0% |
| 3M | -27.0% | +17.7% | -44.8% | -26.7% |
| 6M | -16.4% | +29.1% | -45.5% | -16.2% |
| YTD | -46.4% | +1.0% | -47.3% | -44.4% |
| 1Y | -41.1% | -21.6% | -19.5% | -34.7% |
| 3Y | -18.6% | -30.1% | +11.5% | -12.1% |
| All | -18.6% | -30.4% | +11.8% | -12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling