+153.5%
FDX vs QID
-99.0%
+252.6%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +2.5% |
| 7D | +5.2% | -7.1% | +12.3% | +2.6% |
| 30D | +11.3% | +12.6% | -1.4% | +17.0% |
| 3M | -4.1% | +14.2% | -18.3% | +1.5% |
| 6M | +9.6% | +6.2% | +3.5% | +14.4% |
| YTD | +40.9% | -21.8% | +62.7% | +32.4% |
| 1Y | +53.0% | -23.1% | +76.2% | +43.1% |
| 3Y | +74.1% | -71.3% | +145.4% | +20.2% |
| 5Y | +75.1% | -77.0% | +152.1% | +28.8% |
| All | +153.5% | -99.0% | +252.6% | -32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling