-44.6%
QS vs USFR
+20.3%
-65.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.6% |
| 7D | -2.3% | +0.1% | -2.4% | -2.0% |
| 30D | -0.7% | +0.3% | -1.0% | +0.7% |
| 3M | -39.6% | +1.0% | -40.6% | -36.7% |
| 6M | -21.7% | +1.9% | -23.7% | -14.8% |
| YTD | -47.4% | +2.6% | -50.0% | -41.4% |
| 1Y | -28.4% | +4.0% | -32.4% | -16.4% |
| 3Y | -22.6% | +14.1% | -36.7% | +45.1% |
| 5Y | -75.6% | +20.4% | -96.0% | -40.6% |
| All | -44.6% | +20.3% | -65.0% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling