+173.5%
FN vs QID
-74.8%
+248.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.5% | +14.2% | +10.0% |
| 7D | 0.0% | +9.4% | -9.5% | +7.8% |
| 30D | -34.3% | +31.2% | -65.5% | -19.0% |
| 3M | -39.9% | +17.4% | -57.3% | -29.9% |
| 6M | -51.8% | +8.4% | -60.2% | -43.9% |
| YTD | -28.1% | -15.8% | -12.4% | -25.6% |
| 1Y | -29.1% | -16.3% | -12.7% | -25.6% |
| 3Y | +102.4% | -70.4% | +172.8% | +54.0% |
| All | +173.5% | -74.8% | +248.3% | +120.7% |
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