+67.5%
FERG vs QID
-80.2%
+147.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.0% |
| 6M | -2.3% | -28.4% | +26.1% | -11.1% |
| YTD | +0.8% | -26.6% | +27.3% | -7.1% |
| 1Y | +0.5% | -34.1% | +34.6% | -10.0% |
| 3Y | +51.4% | -73.7% | +125.1% | +7.6% |
| 5Y | +67.5% | -80.7% | +148.2% | +18.0% |
| All | +67.5% | -80.2% | +147.7% | +18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling