-77.6%
QS vs FRSH
-72.5%
-5.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.8% |
| 7D | -3.6% | -6.6% | +2.9% | -0.5% |
| 30D | -17.2% | +2.1% | -19.3% | -18.9% |
| 3M | -27.0% | +29.0% | -55.9% | -37.1% |
| 6M | -24.6% | +48.6% | -73.2% | -41.2% |
| YTD | -49.3% | -2.9% | -46.4% | -51.9% |
| 1Y | -40.3% | -7.9% | -32.4% | -42.1% |
| 3Y | -23.8% | -46.5% | +22.7% | -5.8% |
| All | -77.6% | -72.5% | -5.1% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling