-41.1%
QS vs USFD
+32.2%
-73.3%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.0% |
| 7D | +2.2% | -3.3% | +5.5% | +2.3% |
| 30D | -8.1% | -5.3% | -2.7% | -7.9% |
| 3M | -27.0% | +18.8% | -45.8% | -27.6% |
| 6M | -16.4% | +14.3% | -30.7% | -16.0% |
| YTD | -46.4% | +36.9% | -83.2% | -50.4% |
| 1Y | -41.1% | +31.7% | -72.8% | -42.7% |
| All | -41.1% | +32.2% | -73.3% | -42.7% |
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 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