+1,443.7%
FANG vs QID
-99.8%
+1,543.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -1.0% | +2.2% |
| 7D | +1.2% | +2.7% | -1.5% | +2.2% |
| 30D | +2.4% | +3.3% | -0.9% | +3.6% |
| 3M | +5.1% | -5.5% | +10.6% | +3.2% |
| 6M | +16.4% | -28.4% | +44.8% | +3.6% |
| YTD | +39.0% | -26.6% | +65.5% | +25.1% |
| 1Y | +50.6% | -34.1% | +84.8% | +30.6% |
| 3Y | +46.9% | -73.7% | +120.6% | -3.0% |
| 5Y | +238.2% | -80.7% | +318.9% | +124.6% |
| 10Y | +181.3% | -99.1% | +280.4% | -40.8% |
| All | +1,443.7% | -99.8% | +1,543.5% | +74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling