-6.7%
FTV vs QSR
+25.0%
-31.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.7% | -2.1% |
| 7D | -5.2% | -4.7% | -0.5% | -3.6% |
| 30D | -11.5% | +4.3% | -15.8% | -12.9% |
| 3M | -9.0% | +5.4% | -14.5% | -10.9% |
| 6M | -2.0% | +8.2% | -10.2% | -5.3% |
| YTD | -0.9% | +14.1% | -15.1% | -6.2% |
| 1Y | +14.8% | +28.1% | -13.3% | +4.3% |
| All | -6.7% | +25.0% | -31.7% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling