+195.0%
FFIV vs QSR
+218.5%
-23.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -1.0% | +2.4% | -3.4% | -1.7% |
| 30D | -5.1% | +7.6% | -12.7% | -7.4% |
| 3M | -4.5% | +12.6% | -17.1% | -8.6% |
| 6M | +36.5% | +14.4% | +22.1% | +29.4% |
| YTD | +53.0% | +19.6% | +33.4% | +42.8% |
| 1Y | +24.2% | +33.9% | -9.7% | +11.6% |
| 3Y | +137.2% | +27.1% | +110.1% | +113.1% |
| 5Y | +91.8% | +48.5% | +43.2% | +61.7% |
| 10Y | +215.2% | +126.2% | +89.0% | +120.0% |
| All | +195.0% | +218.5% | -23.5% | +90.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling