-90.9%
QS vs FLR
+112.0%
-203.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.1% | -4.1% | -4.5% |
| 7D | -14.0% | +5.4% | -19.4% | -16.4% |
| 30D | -6.4% | +2.8% | -9.2% | -8.0% |
| 3M | -40.3% | -6.4% | -33.9% | -38.2% |
| 6M | -57.5% | +8.8% | -66.3% | -59.8% |
| YTD | -64.7% | +23.6% | -88.3% | -69.6% |
| 1Y | -72.9% | +13.8% | -86.7% | -75.5% |
| 3Y | -33.5% | +36.5% | -69.9% | -50.3% |
| All | -90.9% | +112.0% | -203.0% | -94.7% |
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 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