+478.1%
FLEX vs QID
-74.5%
+552.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.6% |
| 7D | +7.0% | -2.7% | +9.7% | +4.8% |
| 30D | -5.8% | +1.8% | -7.6% | -4.0% |
| 3M | -24.2% | -2.2% | -22.1% | -21.7% |
| 6M | +90.8% | -32.1% | +122.9% | +61.0% |
| YTD | +89.2% | -28.6% | +117.8% | +66.9% |
| 1Y | +104.7% | -36.3% | +141.0% | +72.3% |
| 3Y | +478.1% | -74.4% | +552.5% | +281.9% |
| All | +478.1% | -74.5% | +552.6% | +281.9% |
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