+824.1%
FLEX vs QID
-100.0%
+924.1%
-88.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.5% | +7.1% | +3.0% |
| 7D | -19.3% | +9.4% | -28.7% | -13.5% |
| 30D | -41.5% | +31.2% | -72.8% | -28.5% |
| 3M | -43.1% | +17.4% | -60.5% | -34.4% |
| 6M | -48.2% | +8.4% | -56.6% | -40.1% |
| YTD | +15.5% | -15.8% | +31.3% | +18.9% |
| 1Y | +10.2% | -16.3% | +26.6% | +14.2% |
| 3Y | +256.8% | -70.4% | +327.2% | +135.2% |
| 5Y | +408.2% | -74.8% | +483.0% | +279.6% |
| 10Y | +580.9% | -99.0% | +679.9% | -1.4% |
| All | +824.1% | -100.0% | +924.1% | -75.9% |
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 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