+4.4%
FICO vs QID
-73.9%
+78.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.8% |
| 7D | -19.2% | -0.6% | -18.6% | -19.3% |
| 30D | -14.6% | 0.0% | -14.6% | -14.5% |
| 3M | -20.1% | +3.7% | -23.8% | -18.5% |
| 6M | -36.3% | -29.9% | -6.5% | -43.4% |
| YTD | -44.9% | -28.8% | -16.1% | -50.4% |
| 1Y | -38.6% | -37.2% | -1.5% | -47.3% |
| All | +4.4% | -73.9% | +78.3% | -32.0% |
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 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