+49.3%
FERG vs QID
-73.3%
+122.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.3% | -0.2% |
| 7D | -1.0% | +2.7% | -3.8% | -0.1% |
| 30D | -11.8% | +3.3% | -15.1% | -10.7% |
| 3M | -1.2% | -5.5% | +4.3% | -2.1% |
| 6M | -2.3% | -28.4% | +26.1% | -11.6% |
| YTD | +0.8% | -26.6% | +27.3% | -7.6% |
| 1Y | +0.5% | -34.1% | +34.6% | -10.5% |
| All | +49.3% | -73.3% | +122.6% | +6.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling