-54.4%
FPS vs QID
+5.8%
-60.2%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -2.5% | +9.5% | +3.7% |
| 7D | -24.5% | +9.4% | -33.9% | -12.9% |
| 30D | -52.1% | +31.2% | -83.3% | -28.4% |
| 3M | -48.4% | +17.4% | -65.8% | -31.1% |
| 6M | -54.4% | +8.4% | -62.8% | -42.3% |
| All | -54.4% | +5.8% | -60.2% | -42.3% |
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