-3.5%
FSLY vs QID
-97.3%
+93.9%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.8% | +0.6% |
| 7D | +12.5% | +1.3% | +11.2% | +13.6% |
| 30D | -18.8% | +2.9% | -21.8% | -16.2% |
| 3M | +22.7% | -0.7% | +23.4% | +25.4% |
| 6M | -3.7% | -29.7% | +26.0% | -21.4% |
| YTD | +127.5% | -27.9% | +155.4% | +89.7% |
| 1Y | +193.5% | -34.6% | +228.1% | +129.8% |
| 3Y | -1.3% | -73.5% | +72.2% | -53.0% |
| 5Y | -47.3% | -81.0% | +33.7% | -70.2% |
| All | -3.5% | -97.3% | +93.9% | -77.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling