-71.3%
QID vs FTV
+39.2%
-110.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.7% |
| 7D | -7.1% | +3.9% | -11.0% | -4.4% |
| 30D | +12.6% | +18.7% | -6.0% | +27.8% |
| 3M | +14.2% | +10.0% | +4.2% | +23.0% |
| 6M | +6.2% | +14.6% | -8.4% | +18.6% |
| YTD | -21.8% | +23.4% | -45.2% | -6.2% |
| 1Y | -23.1% | +31.3% | -54.4% | -1.9% |
| 3Y | -71.3% | +39.8% | -111.1% | -59.5% |
| All | -71.3% | +39.2% | -110.5% | -59.5% |
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