-75.4%
QS vs FLR
+230.6%
-306.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | +0.5% |
| 7D | -5.0% | -6.9% | +1.9% | -1.0% |
| 30D | -18.3% | +1.1% | -19.4% | -18.9% |
| 3M | -26.0% | +14.3% | -40.3% | -32.1% |
| 6M | -24.0% | +19.1% | -43.2% | -32.6% |
| YTD | -50.3% | +35.1% | -85.4% | -59.1% |
| 1Y | -38.0% | +29.5% | -67.4% | -46.4% |
| 3Y | -24.6% | +53.0% | -77.6% | -46.4% |
| 5Y | -75.4% | +238.9% | -314.4% | -89.0% |
| All | -75.4% | +230.6% | -306.0% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling