+182.1%
FSLY vs QID
-38.2%
+220.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.7% |
| 7D | -10.6% | -0.6% | -10.0% | -10.8% |
| 30D | -20.9% | 0.0% | -20.9% | -20.4% |
| 3M | +3.4% | +3.7% | -0.3% | +7.6% |
| 6M | +2.7% | -29.9% | +32.6% | -5.0% |
| YTD | +102.3% | -28.8% | +131.0% | +88.8% |
| 1Y | +182.1% | -37.2% | +219.2% | +96.1% |
| All | +182.1% | -38.2% | +220.2% | +96.1% |
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 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