+6.9%
FPS vs QID
-31.7%
+38.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.5% | -4.6% | -3.5% |
| 7D | +5.3% | -1.9% | +7.3% | +3.2% |
| 30D | -17.6% | +1.7% | -19.3% | -15.5% |
| 3M | -45.8% | -3.9% | -41.9% | -45.3% |
| 6M | -10.1% | -30.0% | +19.9% | -29.7% |
| All | +6.9% | -31.7% | +38.5% | -19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling