-25.3%
QS vs FRSH
-46.5%
+21.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | -5.0% | -11.2% | +6.2% | -1.2% |
| 30D | -18.3% | -0.8% | -17.5% | -18.6% |
| 3M | -26.0% | +26.4% | -52.4% | -33.1% |
| 6M | -24.0% | +48.4% | -72.4% | -36.9% |
| YTD | -50.3% | -3.1% | -47.2% | -51.0% |
| 1Y | -38.0% | -8.7% | -29.3% | -37.4% |
| All | -25.3% | -46.5% | +21.2% | 0.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling