-28.0%
FICO vs QID
-72.3%
+44.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | -1.3% |
| 7D | +4.0% | -1.1% | +5.1% | +3.9% |
| 30D | -1.5% | +14.4% | -15.9% | +2.1% |
| 3M | -29.8% | +6.7% | -36.5% | -28.5% |
| 6M | -33.3% | +2.6% | -35.8% | -32.5% |
| YTD | -56.9% | -24.2% | -32.7% | -60.6% |
| 1Y | -59.5% | -22.3% | -37.2% | -62.4% |
| All | -28.0% | -72.3% | +44.3% | -52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling