-90.9%
QS vs FND
-63.9%
-27.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.2% | -2.9% | -3.7% |
| 7D | -14.0% | -6.8% | -7.2% | -9.6% |
| 30D | -6.4% | +8.0% | -14.3% | -11.0% |
| 3M | -40.3% | -18.9% | -21.3% | -31.7% |
| 6M | -57.5% | +4.7% | -62.2% | -60.2% |
| YTD | -64.7% | -21.6% | -43.1% | -60.8% |
| 1Y | -72.9% | -22.0% | -50.9% | -70.0% |
| 3Y | -33.5% | -40.4% | +7.0% | -21.8% |
| All | -90.9% | -63.9% | -27.1% | -85.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling