-71.3%
QS vs FND
-10.3%
-61.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +10.9% | -3.4% | +3.2% |
| 7D | +4.5% | +12.3% | -7.8% | -0.4% |
| 30D | -4.1% | +14.7% | -18.8% | -9.3% |
| 3M | -22.1% | -12.0% | -10.1% | -19.4% |
| 6M | -38.4% | +10.8% | -49.1% | -42.2% |
| YTD | -57.5% | -12.3% | -45.2% | -56.8% |
| 1Y | -71.3% | -13.4% | -57.9% | -70.9% |
| All | -71.3% | -10.3% | -61.1% | -70.9% |
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