+37.8%
FFIV vs QID
-74.7%
+112.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -1.3% |
| 7D | -8.1% | +9.4% | -17.5% | -4.3% |
| 30D | -33.4% | +31.2% | -64.6% | -25.0% |
| 3M | -24.7% | +17.4% | -42.2% | -18.6% |
| 6M | -8.8% | +8.4% | -17.3% | -2.9% |
| YTD | +21.8% | -15.8% | +37.5% | +18.8% |
| 1Y | +25.3% | -16.3% | +41.6% | +22.3% |
| 3Y | +101.2% | -70.4% | +171.6% | +41.0% |
| All | +37.8% | -74.7% | +112.5% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling