+68.8%
FDX vs QID
-80.7%
+149.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.7% |
| 7D | -2.5% | -0.6% | -1.9% | -2.7% |
| 30D | +3.8% | 0.0% | +3.8% | +3.9% |
| 3M | -1.3% | +3.7% | -5.0% | +1.0% |
| 6M | +5.0% | -29.9% | +34.9% | -4.5% |
| YTD | +39.6% | -28.8% | +68.4% | +27.9% |
| 1Y | +81.1% | -37.2% | +118.3% | +60.2% |
| 3Y | +63.0% | -73.7% | +136.8% | +15.6% |
| All | +68.8% | -80.7% | +149.5% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling