+175.3%
FITB vs QID
-100.0%
+275.2%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -0.6% |
| 7D | +0.8% | -11.8% | +12.6% | -5.7% |
| 30D | +7.3% | +14.2% | -6.9% | +16.4% |
| 3M | -6.3% | +8.8% | -15.1% | -0.8% |
| 6M | +12.6% | +1.5% | +11.1% | +15.6% |
| YTD | +18.0% | -23.8% | +41.8% | +4.4% |
| 1Y | +28.9% | -22.0% | +50.9% | +16.0% |
| 3Y | +139.4% | -71.9% | +211.3% | +32.3% |
| 5Y | +47.2% | -77.6% | +124.8% | -13.2% |
| 10Y | +213.0% | -99.1% | +312.1% | -70.3% |
| All | +175.3% | -100.0% | +275.2% | -95.6% |
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