+99.1%
FFIV vs QSR
+43.4%
+55.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.6% | +5.5% | +4.3% |
| 7D | +3.5% | -2.4% | +5.8% | +4.1% |
| 30D | -1.3% | +5.7% | -7.0% | -3.2% |
| 3M | +2.4% | +6.9% | -4.6% | -0.4% |
| 6M | +41.8% | +6.9% | +34.9% | +37.3% |
| YTD | +58.5% | +14.9% | +43.6% | +49.2% |
| 1Y | +24.3% | +29.1% | -4.8% | +12.1% |
| 3Y | +152.0% | +26.1% | +125.9% | +121.3% |
| 5Y | +99.1% | +42.3% | +56.8% | +53.8% |
| All | +99.1% | +43.4% | +55.7% | +53.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling