-71.3%
QS vs FRSH
+21.1%
-92.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -6.3% | +13.8% | +7.8% |
| 7D | +4.5% | -13.8% | +18.3% | +5.2% |
| 30D | -4.1% | +0.3% | -4.4% | -4.2% |
| 3M | -22.1% | +10.1% | -32.3% | -22.5% |
| 6M | -38.4% | +47.7% | -86.0% | -39.0% |
| YTD | -57.5% | +8.2% | -65.7% | -57.8% |
| 1Y | -71.3% | +21.4% | -92.7% | -75.0% |
| All | -71.3% | +21.1% | -92.4% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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