+1,348.4%
FERG vs QID
-99.9%
+1,448.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.3% |
| 7D | 0.0% | -0.6% | +0.6% | -0.1% |
| 30D | -10.2% | 0.0% | -10.2% | -10.1% |
| 3M | -0.6% | +3.7% | -4.3% | +0.6% |
| 6M | -6.5% | -29.9% | +23.3% | -10.4% |
| YTD | +4.2% | -28.8% | +33.0% | +0.2% |
| 1Y | -2.3% | -37.2% | +34.9% | -7.3% |
| 3Y | +48.5% | -73.7% | +122.2% | +30.1% |
| 5Y | +72.0% | -80.7% | +152.8% | +48.6% |
| 10Y | +369.9% | -99.1% | +469.0% | +274.0% |
| All | +1,348.4% | -99.9% | +1,448.4% | +1,045.9% |
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