+164.3%
FSLY vs QID
-21.1%
+185.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.7% | -1.2% |
| 7D | -22.2% | +9.8% | -32.0% | -17.5% |
| 30D | -19.1% | +18.9% | -38.0% | -10.3% |
| 3M | -15.7% | +9.6% | -25.3% | -9.2% |
| 6M | -23.5% | -7.8% | -15.7% | -17.5% |
| YTD | +106.6% | -23.3% | +130.0% | +108.8% |
| 1Y | +164.3% | -22.0% | +186.3% | +165.3% |
| All | +164.3% | -21.1% | +185.4% | +165.3% |
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 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