-3.2%
FSLY vs QID
-73.3%
+70.0%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | +1.5% |
| 7D | +7.5% | +2.7% | +4.8% | +9.4% |
| 30D | -21.1% | +3.3% | -24.4% | -18.7% |
| 3M | +21.8% | -5.5% | +27.3% | +20.5% |
| 6M | -0.1% | -28.4% | +28.3% | -14.4% |
| YTD | +123.1% | -26.6% | +149.6% | +94.8% |
| 1Y | +208.6% | -34.1% | +242.7% | +152.2% |
| All | -3.2% | -73.3% | +70.0% | -54.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling