+63.5%
QSR vs FGI
-66.3%
+129.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.2% | -7.7% | -1.6% |
| 7D | -3.9% | +13.5% | -17.4% | -4.0% |
| 30D | +5.9% | +17.1% | -11.2% | +5.7% |
| 3M | +1.7% | +78.0% | -76.3% | +0.1% |
| 6M | -1.9% | +46.4% | -48.3% | -3.3% |
| YTD | +13.6% | +47.7% | -34.1% | +11.3% |
| 1Y | +13.1% | +56.8% | -43.7% | +10.5% |
| 3Y | +21.8% | +12.3% | +9.5% | +17.7% |
| All | +63.5% | -66.3% | +129.8% | +60.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling