-90.9%
QS vs FFIV
+35.3%
-126.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.5% | -3.3% |
| 7D | -14.0% | -0.5% | -13.5% | -13.6% |
| 30D | -6.4% | -32.4% | +26.0% | +19.1% |
| 3M | -40.3% | -25.7% | -14.6% | -30.0% |
| 6M | -57.5% | -13.5% | -44.0% | -55.6% |
| YTD | -64.7% | +21.1% | -85.8% | -72.4% |
| 1Y | -72.9% | +29.4% | -102.3% | -80.0% |
| 3Y | -33.5% | +94.9% | -128.3% | -70.3% |
| All | -90.9% | +35.3% | -126.2% | -94.8% |
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