+726.2%
FLEX vs QID
-80.7%
+806.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.3% | +4.1% | +4.5% |
| 7D | +7.0% | -2.7% | +9.7% | +5.3% |
| 30D | -5.8% | +1.8% | -7.6% | -4.4% |
| 3M | -24.2% | -2.2% | -22.1% | -22.0% |
| 6M | +90.8% | -32.1% | +122.9% | +67.1% |
| YTD | +89.2% | -28.6% | +117.8% | +72.0% |
| 1Y | +104.7% | -36.3% | +141.0% | +79.1% |
| 3Y | +478.1% | -74.4% | +552.5% | +282.6% |
| 5Y | +726.2% | -80.8% | +807.0% | +454.5% |
| All | +726.2% | -80.7% | +806.9% | +454.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling