+93.0%
FOXA vs QID
-80.2%
+173.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +2.5% |
| 7D | -3.7% | +2.7% | -6.5% | -3.2% |
| 30D | +5.4% | +3.3% | +2.0% | +6.1% |
| 3M | -3.7% | -5.5% | +1.8% | -4.7% |
| 6M | +12.6% | -28.4% | +41.0% | +5.3% |
| YTD | -10.0% | -26.6% | +16.6% | -15.1% |
| 1Y | +15.0% | -34.1% | +49.2% | +6.1% |
| 3Y | +115.1% | -73.7% | +188.8% | +67.8% |
| 5Y | +93.0% | -80.7% | +173.7% | +48.6% |
| All | +93.0% | -80.2% | +173.2% | +48.6% |
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 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