-41.5%
QS vs FIGR
+1.6%
-43.1%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | +0.2% |
| 7D | -5.0% | +1.0% | -5.9% | -5.2% |
| 30D | -18.3% | +31.4% | -49.7% | -24.3% |
| 3M | -26.0% | +30.3% | -56.3% | -31.5% |
| 6M | -24.0% | -7.6% | -16.4% | -24.6% |
| YTD | -50.3% | -10.5% | -39.8% | -54.2% |
| All | -41.5% | +1.6% | -43.1% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 FIGR 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