+178.8%
FDX vs QID
-99.1%
+277.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.4% |
| 7D | -2.3% | -1.9% | -0.4% | -3.0% |
| 30D | -4.9% | +1.7% | -6.6% | -4.2% |
| 3M | -6.5% | -3.9% | -2.5% | -6.7% |
| 6M | +6.7% | -30.0% | +36.6% | -4.7% |
| YTD | +33.9% | -28.2% | +62.1% | +21.1% |
| 1Y | +72.2% | -35.6% | +107.8% | +50.3% |
| 3Y | +60.2% | -74.3% | +134.5% | +6.3% |
| 5Y | +62.9% | -80.8% | +143.8% | +11.3% |
| 10Y | +178.8% | -99.2% | +278.0% | -29.0% |
| All | +178.8% | -99.1% | +277.9% | -29.0% |
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 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