+126.9%
FFIV vs QID
-99.0%
+225.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | +0.4% |
| 7D | -4.2% | +1.8% | -5.9% | -3.0% |
| 30D | -33.9% | +21.6% | -55.5% | -28.0% |
| 3M | -22.6% | +12.6% | -35.2% | -17.8% |
| 6M | -10.4% | +6.9% | -17.3% | -5.3% |
| YTD | +24.3% | -20.5% | +44.8% | +19.1% |
| 1Y | +31.8% | -18.1% | +49.9% | +28.1% |
| 3Y | +99.5% | -70.7% | +170.2% | +43.9% |
| 5Y | +40.7% | -77.2% | +118.0% | +6.5% |
| 10Y | +126.9% | -99.0% | +225.9% | -28.1% |
| All | +126.9% | -99.0% | +225.9% | -28.1% |
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