-80.9%
FIG vs QID
-36.5%
-44.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.5% | -3.7% | -3.1% |
| 7D | -14.5% | -1.9% | -12.5% | -14.9% |
| 30D | -13.3% | +1.7% | -15.0% | -12.8% |
| 3M | +7.4% | -3.9% | +11.3% | +5.7% |
| 6M | -27.8% | -30.0% | +2.2% | -40.9% |
| YTD | -41.1% | -28.2% | -12.9% | -50.2% |
| 1Y | -58.7% | -35.6% | -23.1% | -64.9% |
| All | -80.9% | -36.5% | -44.4% | -83.5% |
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