+109.2%
FE vs QID
-99.1%
+208.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.6% |
| 7D | +0.6% | -2.7% | +3.4% | +0.2% |
| 30D | -2.1% | +1.8% | -3.9% | -1.8% |
| 3M | +2.6% | -2.2% | +4.8% | +2.6% |
| 6M | -6.8% | -32.1% | +25.4% | -12.3% |
| YTD | +6.9% | -28.6% | +35.4% | +1.5% |
| 1Y | +11.6% | -36.3% | +47.9% | +4.0% |
| 3Y | +47.7% | -74.4% | +122.1% | +17.9% |
| 5Y | +46.2% | -80.8% | +127.0% | +17.6% |
| 10Y | +109.2% | -99.1% | +208.3% | -12.1% |
| All | +109.2% | -99.1% | +208.3% | -12.1% |
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