-73.7%
QID vs FTV
-3.3%
-70.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | -0.4% |
| 7D | -1.9% | -1.3% | -0.7% | -2.8% |
| 30D | +1.7% | -9.5% | +11.2% | -5.4% |
| 3M | -3.9% | -10.9% | +7.0% | -11.4% |
| 6M | -30.0% | -0.6% | -29.4% | -28.9% |
| YTD | -28.2% | +1.4% | -29.6% | -25.7% |
| 1Y | -35.6% | +17.6% | -53.3% | -22.4% |
| All | -73.7% | -3.3% | -70.4% | -71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling