+1,208.0%
FFIV vs QID
-100.0%
+1,308.0%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | -1.5% |
| 7D | -8.1% | +9.4% | -17.5% | -3.6% |
| 30D | -33.4% | +31.2% | -64.6% | -23.4% |
| 3M | -24.7% | +17.4% | -42.2% | -17.5% |
| 6M | -8.8% | +8.4% | -17.3% | -2.0% |
| YTD | +21.8% | -15.8% | +37.5% | +18.0% |
| 1Y | +25.3% | -16.3% | +41.6% | +21.4% |
| 3Y | +101.2% | -70.4% | +171.6% | +31.9% |
| 5Y | +40.2% | -74.8% | +115.0% | +2.6% |
| 10Y | +129.0% | -99.0% | +228.0% | -59.1% |
| All | +1,208.0% | -100.0% | +1,308.0% | -38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling