+109.8%
FE vs QID
-100.0%
+209.8%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -2.0% |
| 7D | -1.0% | +9.4% | -10.4% | +1.1% |
| 30D | +4.1% | +31.2% | -27.1% | +10.8% |
| 3M | -1.0% | +17.4% | -18.4% | +2.9% |
| 6M | +4.0% | +8.4% | -4.4% | +6.6% |
| YTD | +6.8% | -15.8% | +22.6% | +3.7% |
| 1Y | +5.3% | -16.3% | +21.6% | +2.2% |
| 3Y | +44.6% | -70.4% | +115.0% | +12.4% |
| 5Y | +44.2% | -74.8% | +119.0% | +16.3% |
| 10Y | +107.3% | -99.0% | +206.3% | -21.2% |
| All | +109.8% | -100.0% | +209.8% | -64.8% |
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