+295.8%
FTI vs QSR
+135.2%
+160.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.7% |
| 7D | -4.4% | -4.0% | -0.4% | -2.3% |
| 30D | +1.5% | +2.8% | -1.3% | -0.1% |
| 3M | +8.2% | +5.1% | +3.1% | +4.7% |
| 6M | +18.8% | +8.8% | +10.0% | +11.9% |
| YTD | +71.7% | +14.8% | +56.8% | +56.0% |
| 1Y | +90.0% | +25.7% | +64.3% | +63.3% |
| 3Y | +270.5% | +27.5% | +243.0% | +202.4% |
| 5Y | +1,084.5% | +41.3% | +1,043.3% | +784.3% |
| All | +295.8% | +135.2% | +160.6% | +126.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling