-23.6%
FPS vs QID
-27.4%
+3.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +0.5% | -10.4% | -9.2% |
| 7D | +21.6% | -11.8% | +33.4% | +6.2% |
| 30D | -38.8% | +14.2% | -53.0% | -22.3% |
| 3M | -42.1% | +8.8% | -50.9% | -29.4% |
| 6M | -48.5% | +1.5% | -50.0% | -38.0% |
| All | -23.6% | -27.4% | +3.8% | -31.9% |
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