-62.8%
QS vs FTV
+50.4%
-113.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -14.0% | +3.9% | -17.9% | -16.8% |
| 30D | -6.4% | +18.7% | -25.0% | -19.2% |
| 3M | -40.3% | +10.0% | -50.3% | -45.1% |
| 6M | -57.5% | +14.6% | -72.1% | -62.9% |
| YTD | -64.7% | +23.4% | -88.1% | -72.1% |
| 1Y | -72.9% | +31.3% | -104.2% | -80.0% |
| 3Y | -33.5% | +39.8% | -73.3% | -53.6% |
| 5Y | -90.5% | +17.7% | -108.2% | -93.3% |
| All | -62.8% | +50.4% | -113.2% | -68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling