-23.7%
FPS vs QID
-25.6%
+1.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | +3.2% |
| 7D | +13.6% | -7.1% | +20.7% | +5.5% |
| 30D | -32.4% | +12.6% | -45.0% | -15.5% |
| 3M | -41.1% | +14.2% | -55.4% | -23.7% |
| 6M | -51.4% | +6.2% | -57.6% | -38.3% |
| All | -23.7% | -25.6% | +1.8% | -29.7% |
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