-22.6%
FPS vs QID
-27.0%
+4.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -1.8% | -15.5% | -19.5% |
| 7D | -23.3% | +9.8% | -33.1% | -13.6% |
| 30D | -42.4% | +18.9% | -61.3% | -26.8% |
| 3M | -43.0% | +9.6% | -52.6% | -33.0% |
| 6M | -44.5% | -7.8% | -36.7% | -42.2% |
| All | -22.6% | -27.0% | +4.4% | -33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling