+499.7%
FICO vs QID
-99.0%
+598.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | -1.5% |
| 7D | -0.9% | +9.4% | -10.3% | +3.2% |
| 30D | +3.3% | +31.2% | -27.9% | +16.8% |
| 3M | -31.7% | +17.4% | -49.1% | -26.5% |
| 6M | -34.0% | +8.4% | -42.4% | -31.8% |
| YTD | -58.3% | -15.8% | -42.6% | -61.5% |
| 1Y | -57.9% | -16.3% | -41.6% | -61.1% |
| 3Y | -24.1% | -70.4% | +46.3% | -53.9% |
| 5Y | +85.3% | -74.8% | +160.1% | +26.6% |
| All | +499.7% | -99.0% | +598.6% | +17.1% |
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