+34.3%
FANG vs QID
-21.1%
+55.4%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.8% | -3.1% | -4.6% |
| 7D | -11.3% | +9.8% | -21.1% | -12.7% |
| 30D | -0.7% | +18.9% | -19.6% | -3.6% |
| 3M | -4.2% | +9.6% | -13.8% | -5.9% |
| 6M | -13.5% | -7.8% | -5.7% | -11.6% |
| YTD | +23.7% | -23.3% | +47.1% | +30.8% |
| 1Y | +34.3% | -22.0% | +56.4% | +43.0% |
| All | +34.3% | -21.1% | +55.4% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling