+119.1%
FN vs QID
-71.8%
+190.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -6.8% | +18.7% | +5.5% |
| 7D | +16.3% | -0.8% | +17.1% | +18.6% |
| 30D | -24.7% | +20.1% | -44.8% | -6.7% |
| 3M | -34.9% | +11.8% | -46.7% | -23.0% |
| 6M | -41.1% | +5.5% | -46.6% | -29.6% |
| YTD | -19.6% | -21.5% | +1.9% | -22.2% |
| 1Y | -18.5% | -22.6% | +4.1% | -20.3% |
| 3Y | +119.1% | -72.3% | +191.4% | +36.6% |
| All | +119.1% | -71.8% | +190.9% | +36.6% |
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