+346.7%
FDX vs QID
-100.0%
+446.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.7% |
| 7D | +0.5% | +1.8% | -1.3% | +1.7% |
| 30D | +9.5% | +21.6% | -12.1% | +19.6% |
| 3M | -1.3% | +12.6% | -14.0% | +4.5% |
| 6M | +5.5% | +6.9% | -1.4% | +10.9% |
| YTD | +38.9% | -20.5% | +59.4% | +30.2% |
| 1Y | +58.8% | -18.1% | +76.9% | +51.1% |
| 3Y | +71.1% | -70.7% | +141.8% | +14.0% |
| 5Y | +76.3% | -77.2% | +153.5% | +23.2% |
| 10Y | +153.4% | -99.0% | +252.4% | -44.3% |
| All | +346.7% | -100.0% | +446.6% | -74.4% |
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