-39.3%
FICO vs QID
-36.4%
-2.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | -15.4% | -2.7% | -12.7% | -15.4% |
| 30D | -10.4% | +1.8% | -12.2% | -10.4% |
| 3M | -22.7% | -2.2% | -20.5% | -21.5% |
| 6M | -36.8% | -32.1% | -4.6% | -40.5% |
| YTD | -44.8% | -28.6% | -16.2% | -47.2% |
| 1Y | -39.3% | -36.3% | -3.0% | -40.9% |
| All | -39.3% | -36.4% | -2.9% | -40.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling