-80.8%
FIG vs QID
-35.1%
-45.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.3% | -1.7% | +1.2% |
| 7D | -12.2% | +2.7% | -15.0% | -11.6% |
| 30D | -11.0% | +3.3% | -14.3% | -10.1% |
| 3M | +11.9% | -5.5% | +17.4% | +8.3% |
| 6M | -21.9% | -28.4% | +6.5% | -35.8% |
| YTD | -40.8% | -26.6% | -14.2% | -49.6% |
| 1Y | -56.6% | -34.1% | -22.5% | -62.9% |
| All | -80.8% | -35.1% | -45.8% | -83.3% |
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 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