+117.8%
FFIV vs QSR
+137.6%
-19.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -0.5% | -2.9% | +2.4% | +0.4% |
| 30D | -32.4% | +4.1% | -36.5% | -33.4% |
| 3M | -25.7% | -0.7% | -25.0% | -26.0% |
| 6M | -13.5% | +0.4% | -13.9% | -14.6% |
| YTD | +21.1% | +13.5% | +7.6% | +14.1% |
| 1Y | +29.4% | +11.0% | +18.4% | +22.8% |
| 3Y | +94.9% | +22.0% | +72.9% | +75.9% |
| 5Y | +34.7% | +57.1% | -22.3% | +9.9% |
| All | +117.8% | +137.6% | -19.8% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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