-71.9%
QS vs USFD
+49.7%
-121.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +6.2% |
| 7D | +13.7% | +3.9% | +9.8% | +12.8% |
| 30D | -0.2% | +12.8% | -13.1% | -1.6% |
| 3M | -24.8% | +1.0% | -25.8% | -25.6% |
| 6M | -39.4% | +30.3% | -69.7% | -40.3% |
| YTD | -56.1% | +46.0% | -102.1% | -60.9% |
| All | -71.9% | +49.7% | -121.6% | -75.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling