+92.6%
FFIV vs QID
-80.7%
+173.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.1% |
| 7D | -1.5% | -2.7% | +1.2% | -2.6% |
| 30D | -2.7% | +1.8% | -4.4% | -1.8% |
| 3M | -1.7% | -2.2% | +0.5% | -1.2% |
| 6M | +36.1% | -32.1% | +68.3% | +19.4% |
| YTD | +52.6% | -28.6% | +81.2% | +37.6% |
| 1Y | +21.5% | -36.3% | +57.8% | +5.2% |
| 3Y | +142.7% | -74.4% | +217.1% | +59.4% |
| 5Y | +92.6% | -80.8% | +173.3% | +31.0% |
| All | +92.6% | -80.7% | +173.2% | +31.0% |
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