+84.4%
FICO vs QID
-76.9%
+161.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +1.3% |
| 7D | +2.2% | -7.1% | +9.4% | -0.2% |
| 30D | +0.1% | +12.6% | -12.6% | +4.5% |
| 3M | -35.2% | +14.2% | -49.4% | -31.9% |
| 6M | -32.4% | +6.2% | -38.5% | -30.7% |
| YTD | -57.4% | -21.8% | -35.6% | -61.1% |
| 1Y | -58.5% | -23.1% | -35.4% | -62.4% |
| 3Y | -28.9% | -71.3% | +42.5% | -53.9% |
| All | +84.4% | -76.9% | +161.2% | +18.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling