-37.2%
QID vs FTV
+21.7%
-58.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.6% |
| 7D | -0.6% | -4.5% | +3.9% | -1.6% |
| 30D | 0.0% | -7.1% | +7.1% | -1.5% |
| 3M | +3.7% | -7.2% | +10.9% | +2.0% |
| 6M | -29.9% | -1.5% | -28.3% | -29.3% |
| YTD | -28.8% | +3.5% | -32.2% | -28.0% |
| 1Y | -37.2% | +20.3% | -57.5% | -32.8% |
| All | -37.2% | +21.7% | -58.9% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling