+235.5%
FFIV vs QID
-99.1%
+334.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -0.7% |
| 7D | +1.6% | +2.7% | -1.1% | +2.7% |
| 30D | -3.7% | +3.3% | -7.1% | -2.4% |
| 3M | +2.0% | -5.5% | +7.5% | +1.1% |
| 6M | +39.3% | -28.4% | +67.7% | +25.7% |
| YTD | +56.1% | -26.6% | +82.7% | +43.3% |
| 1Y | +22.0% | -34.1% | +56.1% | +8.1% |
| 3Y | +148.2% | -73.7% | +221.9% | +70.6% |
| 5Y | +96.3% | -80.7% | +177.0% | +38.7% |
| All | +235.5% | -99.1% | +334.7% | +6.3% |
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