+794.1%
FN vs QID
-99.0%
+893.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +1.3% | -6.1% | -4.0% |
| 7D | -4.1% | +1.8% | -5.8% | -1.3% |
| 30D | -28.3% | +21.6% | -50.0% | -17.2% |
| 3M | -33.9% | +12.6% | -46.5% | -25.9% |
| 6M | -43.9% | +6.9% | -50.8% | -36.2% |
| YTD | -23.4% | -20.5% | -2.9% | -23.2% |
| 1Y | -25.4% | -18.1% | -7.3% | -22.9% |
| 3Y | +107.9% | -70.7% | +178.6% | +57.3% |
| 5Y | +195.1% | -77.2% | +272.3% | +137.9% |
| 10Y | +794.1% | -99.0% | +893.1% | +102.4% |
| All | +794.1% | -99.0% | +893.1% | +102.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling