+177.9%
FITB vs QID
-100.0%
+277.9%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.4% |
| 7D | +0.6% | -0.6% | +1.2% | +0.3% |
| 30D | -4.7% | 0.0% | -4.7% | -4.6% |
| 3M | +6.7% | +3.7% | +3.0% | +9.9% |
| 6M | +12.6% | -29.9% | +42.4% | -6.1% |
| YTD | +19.1% | -28.8% | +47.9% | +0.6% |
| 1Y | +22.6% | -37.2% | +59.8% | -2.8% |
| 3Y | +127.1% | -73.7% | +200.8% | +20.8% |
| 5Y | +71.8% | -80.7% | +152.6% | -8.0% |
| 10Y | +287.2% | -99.1% | +386.3% | -64.7% |
| All | +177.9% | -100.0% | +277.9% | -95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling