+49.0%
FE vs QID
-80.8%
+129.8%
-28.6%
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% | -0.6% |
| 7D | +1.9% | -0.6% | +2.6% | +1.9% |
| 30D | -1.2% | 0.0% | -1.2% | -1.1% |
| 3M | +3.5% | +3.7% | -0.2% | +3.9% |
| 6M | -6.1% | -29.9% | +23.8% | -8.3% |
| YTD | +7.6% | -28.8% | +36.4% | +5.3% |
| 1Y | +11.9% | -37.2% | +49.1% | +8.4% |
| 3Y | +48.4% | -73.7% | +122.1% | +32.9% |
| All | +49.0% | -80.8% | +129.8% | +27.4% |
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 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