+90.1%
FTV vs QSR
+152.0%
-61.9%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.5% |
| 7D | -1.3% | -2.4% | +1.1% | -0.2% |
| 30D | -9.5% | +5.7% | -15.2% | -11.8% |
| 3M | -10.9% | +6.9% | -17.8% | -13.8% |
| 6M | -0.6% | +6.9% | -7.5% | -4.3% |
| YTD | +1.4% | +14.9% | -13.5% | -5.5% |
| 1Y | +17.6% | +29.1% | -11.5% | +3.8% |
| 3Y | -3.3% | +26.1% | -29.4% | -15.5% |
| 5Y | -0.1% | +42.3% | -42.5% | -18.6% |
| 10Y | +82.5% | +134.0% | -51.5% | +16.2% |
| All | +90.1% | +152.0% | -61.9% | +25.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling