+531.6%
FICO vs QID
-99.0%
+630.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -6.8% | +9.6% | -0.3% |
| 7D | -0.1% | -0.8% | +0.7% | -0.2% |
| 30D | +8.4% | +20.1% | -11.6% | +18.0% |
| 3M | -30.5% | +11.8% | -42.3% | -26.7% |
| 6M | -35.7% | +5.5% | -41.3% | -34.2% |
| YTD | -57.2% | -21.5% | -35.7% | -61.6% |
| 1Y | -58.4% | -22.6% | -35.8% | -62.8% |
| 3Y | -24.8% | -72.3% | +47.5% | -55.6% |
| 5Y | +79.3% | -76.9% | +156.2% | +17.7% |
| 10Y | +531.6% | -99.0% | +630.7% | +19.0% |
| All | +531.6% | -99.0% | +630.7% | +19.0% |
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 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