+26.8%
QSR vs FDS
-36.6%
+63.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | +0.2% |
| 7D | -4.7% | -16.0% | +11.3% | -2.3% |
| 30D | +4.3% | -6.7% | +11.0% | +5.3% |
| 3M | +5.4% | +6.0% | -0.5% | +4.3% |
| 6M | +8.2% | +25.1% | -16.9% | +3.7% |
| YTD | +14.1% | -8.1% | +22.3% | +16.1% |
| 1Y | +28.1% | -26.0% | +54.1% | +37.0% |
| All | +26.8% | -36.6% | +63.4% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 3y: compounded portfolio wealth divided by compounded FDS 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…
3y analysis · Full analysis span regression · 6 months rolling