+129.0%
FITB vs QID
-73.9%
+202.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.5% |
| 7D | -0.4% | -1.9% | +1.5% | -0.9% |
| 30D | -5.1% | +1.7% | -6.9% | -4.6% |
| 3M | +3.5% | -3.9% | +7.4% | +3.0% |
| 6M | +17.2% | -30.0% | +47.2% | +6.4% |
| YTD | +17.6% | -28.2% | +45.9% | +7.9% |
| 1Y | +23.4% | -35.6% | +59.0% | +10.0% |
| All | +129.0% | -73.9% | +202.8% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling