+1,146.5%
FTI vs QS
-47.4%
+1,193.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -5.6% | -5.0% | -0.7% | -5.4% |
| 30D | +0.4% | -18.3% | +18.7% | +1.3% |
| 3M | +8.1% | -26.0% | +34.1% | +9.3% |
| 6M | +16.7% | -24.0% | +40.7% | +17.5% |
| YTD | +70.0% | -50.3% | +120.3% | +74.4% |
| 1Y | +85.4% | -38.0% | +123.4% | +86.5% |
| 3Y | +265.9% | -24.6% | +290.5% | +250.2% |
| 5Y | +1,072.7% | -75.4% | +1,148.2% | +1,043.8% |
| All | +1,146.5% | -47.4% | +1,193.9% | +974.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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