+29.4%
FFIV vs QID
-20.9%
+50.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.6% | -5.3% | -1.7% |
| 7D | -0.5% | -7.1% | +6.6% | -3.1% |
| 30D | -32.4% | +12.6% | -45.0% | -28.5% |
| 3M | -25.7% | +14.2% | -39.9% | -20.7% |
| 6M | -13.5% | +6.2% | -19.7% | -8.4% |
| YTD | +21.1% | -21.8% | +42.9% | +16.3% |
| 1Y | +29.4% | -23.1% | +52.5% | +24.2% |
| All | +29.4% | -20.9% | +50.3% | +24.2% |
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