-40.3%
QS vs FLNC
+46.9%
-87.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +1.2% |
| 7D | -3.6% | -4.1% | +0.4% | -2.4% |
| 30D | -17.2% | -24.8% | +7.5% | -9.7% |
| 3M | -27.0% | -59.1% | +32.1% | -5.5% |
| 6M | -24.6% | -42.0% | +17.4% | -18.4% |
| YTD | -49.3% | -49.8% | +0.5% | -46.1% |
| 1Y | -40.3% | +43.1% | -83.4% | -62.3% |
| All | -40.3% | +46.9% | -87.2% | -62.3% |
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