+123.8%
FFIV vs QID
-99.1%
+222.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.3% | -0.5% |
| 7D | +1.9% | -11.8% | +13.7% | -2.7% |
| 30D | -33.3% | +14.2% | -47.5% | -29.1% |
| 3M | -24.9% | +8.8% | -33.7% | -21.2% |
| 6M | -10.5% | +1.5% | -12.0% | -7.2% |
| YTD | +24.4% | -23.8% | +48.2% | +17.4% |
| 1Y | +32.3% | -22.0% | +54.3% | +26.2% |
| 3Y | +99.7% | -71.9% | +171.6% | +41.8% |
| 5Y | +38.4% | -77.6% | +116.0% | +4.1% |
| All | +123.8% | -99.1% | +222.8% | -32.3% |
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