-57.5%
QS vs FFIV
+134.5%
-192.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.9% | -6.2% | -5.9% |
| 7D | -5.0% | -2.9% | -2.0% | -3.2% |
| 30D | -1.4% | -32.4% | +31.0% | +21.3% |
| 3M | -33.6% | -22.7% | -10.9% | -25.5% |
| 6M | -47.6% | -10.7% | -36.9% | -46.2% |
| YTD | -59.6% | +25.4% | -85.0% | -67.2% |
| 1Y | -73.5% | +34.2% | -107.7% | -79.5% |
| 3Y | -23.0% | +101.2% | -124.2% | -57.3% |
| 5Y | -89.4% | +42.0% | -131.4% | -93.4% |
| All | -57.5% | +134.5% | -192.0% | -74.3% |
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