+289.3%
FN vs QID
-80.8%
+370.1%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +2.9% |
| 7D | -1.7% | -0.6% | -1.0% | -2.0% |
| 30D | -22.0% | 0.0% | -22.0% | -21.3% |
| 3M | -43.0% | +3.7% | -46.7% | -38.6% |
| 6M | -27.7% | -29.9% | +2.1% | -37.0% |
| YTD | -10.5% | -28.8% | +18.3% | -20.1% |
| 1Y | +12.5% | -37.2% | +49.7% | -3.8% |
| 3Y | +153.8% | -73.7% | +227.5% | +71.0% |
| All | +289.3% | -80.8% | +370.1% | +171.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling