-44.6%
QS vs USFD
+326.4%
-371.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.7% |
| 7D | -2.3% | -3.0% | +0.7% | -0.7% |
| 30D | -0.7% | +3.5% | -4.3% | -2.7% |
| 3M | -39.6% | +26.6% | -66.2% | -48.0% |
| 6M | -21.7% | +11.7% | -33.4% | -27.6% |
| YTD | -47.4% | +38.1% | -85.5% | -58.2% |
| 1Y | -28.4% | +33.4% | -61.8% | -41.9% |
| 3Y | -22.6% | +155.8% | -178.4% | -60.2% |
| 5Y | -75.6% | +214.0% | -289.6% | -88.9% |
| All | -44.6% | +326.4% | -371.0% | -76.1% |
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