-22.0%
QID vs FTV
+37.8%
-59.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.3% | -4.1% | -1.4% |
| 7D | +9.8% | +6.6% | +3.2% | +11.1% |
| 30D | +18.9% | +19.1% | -0.2% | +23.2% |
| 3M | +9.6% | +13.1% | -3.5% | +12.5% |
| 6M | -7.8% | +14.0% | -21.8% | -5.3% |
| YTD | -23.3% | +24.2% | -47.5% | -19.8% |
| 1Y | -22.0% | +36.4% | -58.4% | -18.3% |
| All | -22.0% | +37.8% | -59.8% | -18.3% |
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