-8.5%
FPS vs QID
-31.4%
+22.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.1% |
| 7D | +3.1% | -0.6% | +3.8% | +2.6% |
| 30D | -18.6% | 0.0% | -18.6% | -18.0% |
| 3M | -51.5% | +3.7% | -55.2% | -46.5% |
| 6M | -8.5% | -29.9% | +21.3% | -31.1% |
| All | -8.5% | -31.4% | +22.8% | -31.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling