+25.0%
FLEX vs QID
-21.1%
+46.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.8% | -10.5% | -14.4% |
| 7D | -17.0% | +9.8% | -26.8% | -7.2% |
| 30D | -33.8% | +18.9% | -52.8% | -17.4% |
| 3M | -39.0% | +9.6% | -48.6% | -29.3% |
| 6M | -15.9% | -7.8% | -8.1% | -12.8% |
| YTD | +27.8% | -23.3% | +51.2% | +14.7% |
| 1Y | +25.0% | -22.0% | +47.0% | +16.0% |
| All | +25.0% | -21.1% | +46.1% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling