+270.5%
FTI vs QS
-24.6%
+295.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.9% |
| 7D | -4.4% | -3.6% | -0.7% | -4.3% |
| 30D | +1.5% | -17.2% | +18.7% | +2.1% |
| 3M | +8.2% | -27.0% | +35.2% | +9.2% |
| 6M | +18.8% | -24.6% | +43.4% | +19.5% |
| YTD | +71.7% | -49.3% | +121.0% | +75.3% |
| 1Y | +90.0% | -40.3% | +130.4% | +90.9% |
| 3Y | +270.5% | -23.8% | +294.3% | +244.4% |
| All | +270.5% | -24.6% | +295.1% | +244.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling