+151.9%
FFIV vs QSR
+25.9%
+126.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.1% |
| 7D | +3.5% | -2.4% | +5.8% | +3.8% |
| 30D | -1.3% | +5.7% | -7.0% | -2.3% |
| 3M | +2.4% | +6.9% | -4.6% | +0.8% |
| 6M | +41.8% | +6.9% | +34.9% | +39.2% |
| YTD | +58.5% | +14.9% | +43.6% | +52.9% |
| 1Y | +24.3% | +29.1% | -4.8% | +17.2% |
| All | +151.9% | +25.9% | +126.0% | +131.4% |
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