+24.2%
FFIV vs QID
-38.2%
+62.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.5% |
| 7D | -1.0% | -0.6% | -0.3% | -1.1% |
| 30D | -5.1% | 0.0% | -5.1% | -5.0% |
| 3M | -4.5% | +3.7% | -8.2% | -1.9% |
| 6M | +36.5% | -29.9% | +66.3% | +23.7% |
| YTD | +53.0% | -28.8% | +81.7% | +40.2% |
| 1Y | +24.2% | -37.2% | +61.4% | +5.5% |
| All | +24.2% | -38.2% | +62.4% | +5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling