-23.8%
QS vs FLNC
-62.9%
+39.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.5% | +1.1% |
| 7D | -3.6% | -4.1% | +0.4% | -2.3% |
| 30D | -17.2% | -24.8% | +7.5% | -9.0% |
| 3M | -27.0% | -59.1% | +32.1% | -2.6% |
| 6M | -24.6% | -42.0% | +17.4% | -19.2% |
| YTD | -49.3% | -49.8% | +0.5% | -45.6% |
| 1Y | -40.3% | +43.1% | -83.4% | -59.1% |
| 3Y | -23.8% | -61.0% | +37.1% | -26.1% |
| All | -23.8% | -62.9% | +39.0% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling