-24.7%
QS vs FND
-50.0%
+25.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.7% | -5.9% | -6.3% |
| 7D | -4.2% | -0.8% | -3.4% | -4.0% |
| 30D | -15.7% | -19.6% | +3.9% | -6.5% |
| 3M | -28.7% | -4.3% | -24.3% | -28.5% |
| 6M | -23.2% | -20.4% | -2.8% | -16.3% |
| YTD | -49.9% | -21.9% | -28.0% | -45.4% |
| 1Y | -38.8% | -45.2% | +6.4% | -19.6% |
| All | -24.7% | -50.0% | +25.4% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling