-73.0%
QS vs FFIV
+92.2%
-165.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.2% |
| 7D | +2.2% | -1.5% | +3.7% | +3.4% |
| 30D | -8.1% | -2.7% | -5.4% | -6.4% |
| 3M | -27.0% | -1.7% | -25.4% | -25.9% |
| 6M | -16.4% | +36.1% | -52.6% | -34.4% |
| YTD | -46.4% | +52.6% | -99.0% | -61.7% |
| 1Y | -41.1% | +21.5% | -62.6% | -49.9% |
| 3Y | -18.6% | +142.7% | -161.3% | -64.8% |
| 5Y | -73.0% | +92.6% | -165.6% | -85.2% |
| All | -73.0% | +92.2% | -165.2% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling