+282.0%
FITB vs QID
-99.1%
+381.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.3% | -1.9% | +1.3% |
| 7D | -1.0% | +2.7% | -3.7% | 0.0% |
| 30D | -5.5% | +3.3% | -8.8% | -4.3% |
| 3M | +4.1% | -5.5% | +9.6% | +2.7% |
| 6M | +18.7% | -28.4% | +47.1% | +6.3% |
| YTD | +18.2% | -26.6% | +44.7% | +7.2% |
| 1Y | +23.7% | -34.1% | +57.8% | +8.4% |
| 3Y | +130.8% | -73.7% | +204.4% | +54.2% |
| 5Y | +69.8% | -80.7% | +150.4% | +16.1% |
| All | +282.0% | -99.1% | +381.1% | +4.2% |
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