-28.4%
QS vs FLNC
+53.3%
-81.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.1% |
| 7D | -2.3% | -4.9% | +2.6% | -0.9% |
| 30D | -0.7% | -27.3% | +26.5% | +9.1% |
| 3M | -39.6% | -61.9% | +22.2% | -20.6% |
| 6M | -21.7% | -34.5% | +12.8% | -19.2% |
| YTD | -47.4% | -47.7% | +0.3% | -44.6% |
| 1Y | -28.4% | +53.3% | -81.7% | -52.6% |
| All | -28.4% | +53.3% | -81.7% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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