+16.4%
FANG vs QID
-28.4%
+44.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -1.0% | +0.9% |
| 7D | +1.2% | +2.7% | -1.5% | +0.7% |
| 30D | +2.4% | +3.3% | -0.9% | +1.7% |
| 3M | +5.1% | -5.5% | +10.6% | +5.9% |
| 6M | +16.4% | -28.4% | +44.8% | +33.7% |
| All | +16.4% | -28.4% | +44.8% | +33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling