+29.1%
QSR vs FGI
+93.3%
-64.1%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | -2.4% | +14.7% | -17.0% | -2.4% |
| 30D | +5.7% | +67.0% | -61.3% | +4.9% |
| 3M | +6.9% | +31.0% | -24.1% | +6.2% |
| 6M | +6.9% | +126.8% | -120.0% | +6.1% |
| YTD | +14.9% | +35.6% | -20.7% | +14.2% |
| 1Y | +29.1% | +108.9% | -79.8% | +28.9% |
| All | +29.1% | +93.3% | -64.1% | +28.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling