+2,943.1%
FN vs QID
-99.9%
+3,043.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -2.5% | +14.2% | +10.2% |
| 7D | 0.0% | +9.4% | -9.5% | +6.9% |
| 30D | -34.3% | +31.2% | -65.5% | -20.9% |
| 3M | -39.9% | +17.4% | -57.3% | -31.2% |
| 6M | -51.8% | +8.4% | -60.2% | -44.9% |
| YTD | -28.1% | -15.8% | -12.4% | -26.0% |
| 1Y | -29.1% | -16.3% | -12.7% | -26.0% |
| 3Y | +102.4% | -70.4% | +172.8% | +49.9% |
| 5Y | +171.7% | -74.8% | +246.4% | +125.1% |
| 10Y | +773.5% | -99.0% | +872.5% | +73.9% |
| All | +2,943.1% | -99.9% | +3,043.0% | +78.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling