-53.8%
QS vs USFD
+350.6%
-404.4%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +5.1% |
| 7D | +13.7% | +3.9% | +9.8% | +11.3% |
| 30D | -0.2% | +12.8% | -13.1% | -6.6% |
| 3M | -24.8% | +1.0% | -25.8% | -25.2% |
| 6M | -39.4% | +30.3% | -69.7% | -48.6% |
| YTD | -56.1% | +46.0% | -102.1% | -66.2% |
| 1Y | -72.5% | +49.6% | -122.1% | -79.2% |
| 3Y | -16.3% | +166.3% | -182.6% | -57.9% |
| 5Y | -87.6% | +208.4% | -295.9% | -94.3% |
| All | -53.8% | +350.6% | -404.4% | -80.7% |
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