+1,189.1%
FTI vs QS
-43.2%
+1,232.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.0% | -4.1% | -2.2% |
| 7D | -0.2% | +2.2% | -2.4% | -0.3% |
| 30D | +12.3% | -8.1% | +20.4% | +12.7% |
| 3M | +13.8% | -27.0% | +40.8% | +15.1% |
| 6M | +24.3% | -16.4% | +40.7% | +24.5% |
| YTD | +75.8% | -46.4% | +122.1% | +79.7% |
| 1Y | +99.6% | -41.1% | +140.7% | +101.3% |
| 3Y | +278.4% | -18.6% | +297.1% | +260.9% |
| 5Y | +1,168.7% | -73.0% | +1,241.7% | +1,132.5% |
| All | +1,189.1% | -43.2% | +1,232.3% | +1,007.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling