-43.5%
QS vs USFD
+322.5%
-366.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.5% |
| 7D | +2.2% | -3.3% | +5.5% | +4.1% |
| 30D | -8.1% | -5.3% | -2.7% | -5.2% |
| 3M | -27.0% | +18.8% | -45.8% | -34.6% |
| 6M | -16.4% | +14.3% | -30.7% | -23.9% |
| YTD | -46.4% | +36.9% | -83.2% | -57.2% |
| 1Y | -41.1% | +31.7% | -72.8% | -51.9% |
| 3Y | -18.6% | +164.5% | -183.1% | -59.1% |
| 5Y | -73.0% | +212.6% | -285.6% | -87.7% |
| All | -43.5% | +322.5% | -366.0% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling