-40.3%
QS vs USFR
+4.1%
-44.4%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.9% | +2.3% |
| 7D | -3.6% | +0.1% | -3.8% | -2.8% |
| 30D | -17.2% | +0.4% | -17.6% | -14.6% |
| 3M | -27.0% | +1.0% | -28.0% | -19.3% |
| 6M | -24.6% | +2.0% | -26.6% | -17.1% |
| YTD | -49.3% | +2.8% | -52.1% | -55.7% |
| 1Y | -40.3% | +4.1% | -44.4% | -75.7% |
| All | -40.3% | +4.1% | -44.4% | -75.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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