-33.5%
QS vs FTV
+39.2%
-72.7%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.1% | -5.3% | -5.2% |
| 7D | -14.0% | +3.9% | -17.9% | -16.5% |
| 30D | -6.4% | +18.7% | -25.0% | -17.8% |
| 3M | -40.3% | +10.0% | -50.3% | -44.5% |
| 6M | -57.5% | +14.6% | -72.1% | -62.3% |
| YTD | -64.7% | +23.4% | -88.1% | -71.6% |
| 1Y | -72.9% | +31.3% | -104.2% | -79.7% |
| 3Y | -33.5% | +39.8% | -73.3% | -60.2% |
| All | -33.5% | +39.2% | -72.7% | -60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling