-79.6%
QS vs FLNC
-71.1%
-8.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.5% | +0.9% |
| 7D | -5.0% | -5.0% | 0.0% | -3.1% |
| 30D | -18.3% | -26.1% | +7.8% | -8.1% |
| 3M | -26.0% | -55.2% | +29.2% | -0.2% |
| 6M | -24.0% | -42.6% | +18.5% | -18.6% |
| YTD | -50.3% | -51.0% | +0.7% | -46.4% |
| 1Y | -38.0% | +43.3% | -81.3% | -60.8% |
| 3Y | -24.6% | -63.4% | +38.8% | -31.5% |
| All | -79.6% | -71.1% | -8.5% | -77.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling