-43.5%
QS vs FIVN
-74.0%
+30.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -6.1% | +8.1% | +4.8% |
| 7D | +2.2% | -8.2% | +10.4% | +6.0% |
| 30D | -8.1% | -8.1% | +0.1% | -5.3% |
| 3M | -27.0% | +34.9% | -61.9% | -38.3% |
| 6M | -16.4% | +72.6% | -89.1% | -41.0% |
| YTD | -46.4% | +55.8% | -102.1% | -61.1% |
| 1Y | -41.1% | +17.1% | -58.2% | -50.5% |
| 3Y | -18.6% | -54.3% | +35.7% | +7.7% |
| 5Y | -73.0% | -81.6% | +8.5% | -50.4% |
| All | -43.5% | -74.0% | +30.4% | +105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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