+40.4%
QSR vs FDS
-28.1%
+68.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -5.8% | +5.1% | +0.5% |
| 7D | -4.7% | -16.0% | +11.3% | -1.3% |
| 30D | +4.3% | -6.7% | +11.0% | +5.6% |
| 3M | +5.4% | +6.0% | -0.5% | +3.6% |
| 6M | +8.2% | +25.1% | -16.9% | +1.6% |
| YTD | +14.1% | -8.1% | +22.3% | +15.7% |
| 1Y | +28.1% | -26.0% | +54.1% | +38.0% |
| 3Y | +25.3% | -36.4% | +61.7% | +39.9% |
| 5Y | +40.4% | -27.7% | +68.1% | +57.1% |
| All | +40.4% | -28.1% | +68.5% | +57.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling