-71.3%
QS vs FLNC
-69.0%
-2.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.2% | -2.7% | +5.0% |
| 7D | +4.5% | -2.1% | +6.6% | +4.9% |
| 30D | -4.1% | -20.8% | +16.7% | +1.1% |
| 3M | -22.1% | -61.3% | +39.2% | -3.5% |
| 6M | -38.4% | -50.9% | +12.5% | -31.7% |
| YTD | -57.5% | -69.4% | +11.9% | -48.9% |
| 1Y | -71.3% | -68.4% | -2.9% | -67.1% |
| All | -71.3% | -69.0% | -2.4% | -67.1% |
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