+94.9%
FFIV vs QSR
+21.7%
+73.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | -0.5% | -2.9% | +2.4% | -0.3% |
| 30D | -32.4% | +4.1% | -36.5% | -32.7% |
| 3M | -25.7% | -0.7% | -25.0% | -25.8% |
| 6M | -13.5% | +0.4% | -13.9% | -13.8% |
| YTD | +21.1% | +13.5% | +7.6% | +17.0% |
| 1Y | +29.4% | +11.0% | +18.4% | +25.7% |
| 3Y | +94.9% | +22.0% | +72.9% | +84.2% |
| All | +94.9% | +21.7% | +73.2% | +84.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling