-47.7%
QS vs FND
-33.0%
-14.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | +0.2% |
| 7D | -5.0% | -5.1% | +0.1% | -2.0% |
| 30D | -18.3% | -22.5% | +4.2% | -4.7% |
| 3M | -26.0% | -5.0% | -21.0% | -25.5% |
| 6M | -24.0% | -21.5% | -2.5% | -15.0% |
| YTD | -50.3% | -23.0% | -27.3% | -44.4% |
| 1Y | -38.0% | -44.9% | +6.9% | -14.6% |
| 3Y | -24.6% | -50.0% | +25.4% | +2.4% |
| 5Y | -75.4% | -63.3% | -12.1% | -62.7% |
| All | -47.7% | -33.0% | -14.6% | +29.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling