+111.9%
FE vs QID
-100.0%
+211.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -1.0% |
| 7D | 0.0% | +9.4% | -9.4% | +2.1% |
| 30D | +5.2% | +31.2% | -26.1% | +12.0% |
| 3M | 0.0% | +17.4% | -17.4% | +3.9% |
| 6M | +5.0% | +8.4% | -3.4% | +7.7% |
| YTD | +7.9% | -15.8% | +23.7% | +4.8% |
| 1Y | +6.3% | -16.3% | +22.7% | +3.2% |
| 3Y | +46.0% | -70.4% | +116.4% | +13.5% |
| 5Y | +45.6% | -74.8% | +120.4% | +17.5% |
| 10Y | +109.3% | -99.0% | +208.3% | -20.4% |
| All | +111.9% | -100.0% | +211.8% | -64.5% |
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 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