-43.5%
QS vs FLR
+388.5%
-432.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.6% |
| 7D | +2.2% | +0.7% | +1.5% | +1.9% |
| 30D | -8.1% | -0.7% | -7.4% | -8.2% |
| 3M | -27.0% | +14.3% | -41.4% | -31.9% |
| 6M | -16.4% | +25.6% | -42.0% | -25.8% |
| YTD | -46.4% | +42.9% | -89.2% | -55.2% |
| 1Y | -41.1% | +38.7% | -79.8% | -49.1% |
| 3Y | -18.6% | +61.8% | -80.4% | -37.6% |
| 5Y | -73.0% | +254.1% | -327.1% | -83.9% |
| All | -43.5% | +388.5% | -432.1% | -60.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling