+351.3%
FERG vs QID
-99.2%
+450.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.4% |
| 7D | -2.6% | +1.3% | -3.8% | -2.3% |
| 30D | -8.9% | +2.9% | -11.8% | -8.3% |
| 3M | -2.0% | -0.7% | -1.3% | -1.5% |
| 6M | -3.2% | -29.7% | +26.5% | -8.4% |
| YTD | +1.5% | -27.9% | +29.4% | -3.3% |
| 1Y | +0.5% | -34.6% | +35.1% | -5.5% |
| 3Y | +50.4% | -73.5% | +123.9% | +26.4% |
| 5Y | +68.7% | -81.0% | +149.7% | +38.6% |
| All | +351.3% | -99.2% | +450.5% | +289.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling