+65.3%
QSR vs FGI
-69.1%
+134.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -1.6% |
| 7D | -2.4% | +14.7% | -17.0% | -2.5% |
| 30D | +5.7% | +67.0% | -61.3% | +4.2% |
| 3M | +6.9% | +31.0% | -24.1% | +5.7% |
| 6M | +6.9% | +126.8% | -120.0% | +4.2% |
| YTD | +14.9% | +35.6% | -20.7% | +12.8% |
| 1Y | +29.1% | +108.9% | -79.8% | +24.3% |
| 3Y | +26.1% | -0.3% | +26.4% | +22.2% |
| All | +65.3% | -69.1% | +134.4% | +62.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling