-33.5%
QS vs USFD
+156.3%
-189.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.3% | -5.2% |
| 7D | -14.0% | +1.7% | -15.7% | -14.4% |
| 30D | -6.4% | +10.2% | -16.5% | -8.8% |
| 3M | -40.3% | -1.5% | -38.8% | -40.1% |
| 6M | -57.5% | +27.3% | -84.9% | -60.6% |
| YTD | -64.7% | +44.0% | -108.7% | -69.5% |
| 1Y | -72.9% | +50.4% | -123.2% | -77.1% |
| 3Y | -33.5% | +153.6% | -187.0% | -60.7% |
| All | -33.5% | +156.3% | -189.7% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling