-61.0%
FLNC vs QID
-73.7%
+12.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +0.8% |
| 7D | -4.1% | +1.3% | -5.3% | -2.7% |
| 30D | -24.8% | +2.9% | -27.7% | -22.0% |
| 3M | -59.1% | -0.7% | -58.4% | -56.6% |
| 6M | -42.0% | -29.7% | -12.3% | -50.8% |
| YTD | -49.8% | -27.9% | -21.9% | -55.3% |
| 1Y | +43.1% | -34.6% | +77.7% | +25.8% |
| 3Y | -61.0% | -73.5% | +12.6% | -79.2% |
| All | -61.0% | -73.7% | +12.8% | -79.2% |
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 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