-47.3%
QS vs FFIV
+196.5%
-243.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +3.9% | -10.5% | -9.1% |
| 7D | -4.2% | +3.5% | -7.7% | -6.5% |
| 30D | -15.7% | -1.3% | -14.4% | -15.3% |
| 3M | -28.7% | +2.4% | -31.1% | -29.7% |
| 6M | -23.2% | +41.8% | -65.0% | -39.3% |
| YTD | -49.9% | +58.5% | -108.4% | -63.3% |
| 1Y | -38.8% | +24.3% | -63.1% | -47.4% |
| 3Y | -24.0% | +152.0% | -176.0% | -61.7% |
| 5Y | -75.6% | +99.1% | -174.7% | -86.3% |
| All | -47.3% | +196.5% | -243.8% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling