+693.0%
FN vs QID
-99.0%
+792.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +2.6% | -9.9% | -5.8% |
| 7D | +0.3% | -7.1% | +7.4% | -3.0% |
| 30D | -16.5% | +12.6% | -29.2% | -7.6% |
| 3M | -42.1% | +14.2% | -56.3% | -34.5% |
| 6M | -52.9% | +6.2% | -59.1% | -46.5% |
| YTD | -28.0% | -21.8% | -6.2% | -28.1% |
| 1Y | -18.5% | -23.1% | +4.6% | -18.5% |
| 3Y | +93.9% | -71.3% | +165.2% | +45.4% |
| 5Y | +170.5% | -77.0% | +247.5% | +119.4% |
| All | +693.0% | -99.0% | +792.0% | +68.9% |
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 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