-28.4%
QS vs FND
-36.4%
+8.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.1% |
| 7D | -2.3% | -5.2% | +2.9% | -0.5% |
| 30D | -0.7% | -19.9% | +19.2% | +7.5% |
| 3M | -39.6% | +2.7% | -42.4% | -41.0% |
| 6M | -21.7% | -21.7% | 0.0% | -16.2% |
| YTD | -47.4% | -17.5% | -29.9% | -44.8% |
| 1Y | -28.4% | -39.3% | +10.9% | -9.5% |
| All | -28.4% | -36.4% | +8.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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