+2,625.3%
FN vs QID
-99.9%
+2,725.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | +12.7% | -27.0% | -7.0% |
| 7D | -16.0% | +20.2% | -36.2% | -5.1% |
| 30D | -40.1% | +35.3% | -75.4% | -26.8% |
| 3M | -43.9% | +21.3% | -65.2% | -34.7% |
| 6M | -55.6% | +6.7% | -62.4% | -49.7% |
| YTD | -35.7% | -13.6% | -22.1% | -32.8% |
| 1Y | -39.8% | -11.0% | -28.9% | -35.1% |
| 3Y | +80.3% | -69.8% | +150.1% | +34.8% |
| 5Y | +143.3% | -74.1% | +217.4% | +104.3% |
| 10Y | +682.3% | -99.0% | +781.3% | +57.8% |
| All | +2,625.3% | -99.9% | +2,725.2% | +62.0% |
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