-44.6%
QS vs FTV
+26.0%
-70.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.5% | +1.4% |
| 7D | -2.3% | -4.5% | +2.2% | +1.6% |
| 30D | -0.7% | -7.1% | +6.3% | +5.8% |
| 3M | -39.6% | -7.2% | -32.5% | -36.6% |
| 6M | -21.7% | -1.5% | -20.2% | -22.9% |
| YTD | -47.4% | +3.5% | -50.9% | -51.4% |
| 1Y | -28.4% | +20.3% | -48.7% | -43.4% |
| 3Y | -22.6% | -3.1% | -19.5% | -24.3% |
| 5Y | -75.6% | +2.3% | -77.9% | -80.0% |
| All | -44.6% | +26.0% | -70.7% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling