-75.2%
QS vs FTV
-0.7%
-74.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.2% | -5.4% | -5.3% |
| 7D | -4.2% | -1.3% | -2.9% | -2.9% |
| 30D | -15.7% | -9.5% | -6.2% | -6.5% |
| 3M | -28.7% | -10.9% | -17.8% | -20.9% |
| 6M | -23.2% | -0.6% | -22.6% | -25.8% |
| YTD | -49.9% | +1.4% | -51.3% | -53.9% |
| 1Y | -38.8% | +17.6% | -56.4% | -53.5% |
| 3Y | -24.0% | -3.3% | -20.8% | -27.5% |
| All | -75.2% | -0.7% | -74.6% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling