-99.2%
QID vs FTV
+127.6%
-226.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.7% |
| 7D | -7.1% | +3.9% | -11.0% | -3.6% |
| 30D | +12.6% | +18.7% | -6.0% | +33.0% |
| 3M | +14.2% | +10.0% | +4.2% | +26.0% |
| 6M | +6.2% | +14.6% | -8.4% | +22.4% |
| YTD | -21.8% | +23.4% | -45.2% | -2.3% |
| 1Y | -23.1% | +31.3% | -54.4% | +2.3% |
| 3Y | -71.3% | +39.8% | -111.1% | -54.0% |
| 5Y | -77.0% | +17.7% | -94.7% | -61.1% |
| 10Y | -99.0% | +110.2% | -209.3% | -96.8% |
| All | -99.2% | +127.6% | -226.8% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling