-71.3%
QS vs FLR
+2.5%
-73.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.8% | +8.3% | +8.0% |
| 7D | +4.5% | +1.4% | +3.1% | +3.6% |
| 30D | -4.1% | -5.9% | +1.8% | -0.7% |
| 3M | -22.1% | -7.6% | -14.5% | -19.7% |
| 6M | -38.4% | -9.3% | -29.1% | -36.6% |
| YTD | -57.5% | +20.1% | -77.6% | -67.6% |
| 1Y | -71.3% | +3.0% | -74.3% | -73.6% |
| All | -71.3% | +2.5% | -73.8% | -73.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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