-58.5%
FIG vs QID
-34.8%
-23.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.6% | +4.3% |
| 7D | -3.8% | +1.3% | -5.1% | -3.4% |
| 30D | -2.3% | +2.9% | -5.3% | -1.4% |
| 3M | +20.0% | -0.7% | +20.7% | +19.6% |
| 6M | -16.7% | -29.7% | +13.0% | -33.9% |
| YTD | -37.9% | -27.9% | -10.1% | -48.7% |
| 1Y | -58.5% | -34.6% | -24.0% | -70.7% |
| All | -58.5% | -34.8% | -23.7% | -70.7% |
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