-71.3%
QS vs FTV
+37.8%
-109.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.3% | +5.2% | +7.0% |
| 7D | +4.5% | +6.6% | -2.1% | +3.1% |
| 30D | -4.1% | +19.1% | -23.2% | -7.4% |
| 3M | -22.1% | +13.1% | -35.2% | -24.1% |
| 6M | -38.4% | +14.0% | -52.4% | -40.0% |
| YTD | -57.5% | +24.2% | -81.7% | -59.7% |
| 1Y | -71.3% | +36.4% | -107.7% | -71.9% |
| All | -71.3% | +37.8% | -109.1% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling