-44.6%
QS vs FFIV
+186.1%
-230.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -2.3% | -1.0% | -1.4% | -1.8% |
| 30D | -0.7% | -5.1% | +4.3% | +2.3% |
| 3M | -39.6% | -4.5% | -35.2% | -37.5% |
| 6M | -21.7% | +36.5% | -58.2% | -36.4% |
| YTD | -47.4% | +53.0% | -100.4% | -60.5% |
| 1Y | -28.4% | +24.2% | -52.6% | -38.3% |
| 3Y | -22.6% | +137.2% | -159.8% | -59.2% |
| 5Y | -75.6% | +91.8% | -167.4% | -85.9% |
| All | -44.6% | +186.1% | -230.8% | -69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling