+46.0%
FE vs QID
-76.9%
+122.9%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +1.2% |
| 7D | +1.2% | -7.1% | +8.4% | +0.8% |
| 30D | +4.5% | +12.6% | -8.1% | +5.3% |
| 3M | +1.3% | +14.2% | -12.9% | +2.3% |
| 6M | +8.7% | +6.2% | +2.5% | +9.3% |
| YTD | +9.2% | -21.8% | +31.0% | +7.6% |
| 1Y | +7.0% | -23.1% | +30.1% | +5.3% |
| 3Y | +51.4% | -71.3% | +122.7% | +36.2% |
| All | +46.0% | -76.9% | +122.9% | +27.5% |
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