+1,350.3%
FLEX vs QID
-100.0%
+1,450.3%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.3% |
| 7D | -0.9% | -0.6% | -0.3% | -1.2% |
| 30D | -10.1% | 0.0% | -10.1% | -9.7% |
| 3M | -31.3% | +3.7% | -35.1% | -26.3% |
| 6M | +71.3% | -29.9% | +101.1% | +49.9% |
| YTD | +81.2% | -28.8% | +110.0% | +61.9% |
| 1Y | +98.5% | -37.2% | +135.7% | +68.0% |
| 3Y | +428.2% | -73.7% | +502.0% | +213.2% |
| 5Y | +657.3% | -80.7% | +738.0% | +362.8% |
| 10Y | +995.9% | -99.1% | +1,095.0% | +42.7% |
| All | +1,350.3% | -100.0% | +1,450.3% | -67.2% |
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