-57.5%
QS vs USFD
+349.8%
-407.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.3% |
| 7D | -5.0% | -0.2% | -4.8% | -4.7% |
| 30D | -1.4% | +12.3% | -13.7% | -7.5% |
| 3M | -33.6% | -0.7% | -32.9% | -33.4% |
| 6M | -47.6% | +31.3% | -78.8% | -55.8% |
| YTD | -59.6% | +45.7% | -105.3% | -68.8% |
| 1Y | -73.5% | +52.1% | -125.7% | -80.2% |
| 3Y | -23.0% | +158.2% | -181.3% | -60.5% |
| 5Y | -89.4% | +213.8% | -303.1% | -95.2% |
| All | -57.5% | +349.8% | -407.3% | -82.2% |
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