-47.7%
QS vs FTV
+20.7%
-68.3%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.6% | +1.3% |
| 7D | -5.0% | -5.2% | +0.2% | -0.4% |
| 30D | -18.3% | -11.5% | -6.8% | -9.1% |
| 3M | -26.0% | -9.0% | -17.0% | -20.8% |
| 6M | -24.0% | -2.0% | -22.0% | -25.0% |
| YTD | -50.3% | -0.9% | -49.3% | -52.3% |
| 1Y | -38.0% | +14.8% | -52.8% | -49.0% |
| 3Y | -24.6% | -5.5% | -19.1% | -24.7% |
| 5Y | -75.4% | -1.9% | -73.6% | -79.0% |
| All | -47.7% | +20.7% | -68.3% | -46.6% |
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