-56.8%
QS vs USFD
+337.2%
-393.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.2% | +4.3% | +4.2% |
| 7D | +5.4% | +3.0% | +2.5% | +3.7% |
| 30D | -5.3% | +11.1% | -16.4% | -10.6% |
| 3M | -22.6% | -0.3% | -22.3% | -22.5% |
| 6M | -46.2% | +15.9% | -62.0% | -51.2% |
| YTD | -58.9% | +41.6% | -100.5% | -67.8% |
| 1Y | -73.1% | +49.4% | -122.5% | -79.6% |
| 3Y | -27.2% | +157.8% | -185.1% | -62.7% |
| 5Y | -86.2% | +176.6% | -262.8% | -93.4% |
| All | -56.8% | +337.2% | -393.9% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling