-44.6%
QS vs FND
-28.2%
-16.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.5% |
| 7D | -2.3% | -5.2% | +2.9% | +0.8% |
| 30D | -0.7% | -19.9% | +19.2% | +13.4% |
| 3M | -39.6% | +2.7% | -42.4% | -42.2% |
| 6M | -21.7% | -21.7% | 0.0% | -12.0% |
| YTD | -47.4% | -17.5% | -29.9% | -43.6% |
| 1Y | -28.4% | -39.3% | +10.9% | -7.1% |
| 3Y | -22.6% | -49.8% | +27.2% | +5.7% |
| 5Y | -75.6% | -60.1% | -15.5% | -64.6% |
| All | -44.6% | -28.2% | -16.4% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling