+111.3%
FE vs QID
-100.0%
+211.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.7% |
| 7D | +1.9% | -0.6% | +2.6% | +1.8% |
| 30D | -1.2% | 0.0% | -1.2% | -1.1% |
| 3M | +3.5% | +3.7% | -0.2% | +4.8% |
| 6M | -6.1% | -29.9% | +23.8% | -12.8% |
| YTD | +7.6% | -28.8% | +36.4% | +0.4% |
| 1Y | +11.9% | -37.2% | +49.1% | +1.6% |
| 3Y | +48.4% | -73.7% | +122.1% | +12.5% |
| 5Y | +44.8% | -80.7% | +125.5% | +9.3% |
| 10Y | +115.9% | -99.1% | +215.0% | -19.9% |
| All | +111.3% | -100.0% | +211.3% | -66.0% |
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