-75.2%
QS vs USFR
+20.4%
-95.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | 0.0% | -6.6% | -6.6% |
| 7D | -4.2% | +0.1% | -4.3% | -3.9% |
| 30D | -15.7% | +0.3% | -15.9% | -14.4% |
| 3M | -28.7% | +1.0% | -29.7% | -24.8% |
| 6M | -23.2% | +1.9% | -25.2% | -15.4% |
| YTD | -49.9% | +2.7% | -52.6% | -43.2% |
| 1Y | -38.8% | +4.0% | -42.8% | -26.9% |
| 3Y | -24.0% | +14.0% | -38.1% | +64.3% |
| All | -75.2% | +20.4% | -95.7% | -3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling