+3.7%
FSLY vs QID
-71.4%
+75.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -1.5% |
| 7D | +4.9% | -7.1% | +12.0% | 0.0% |
| 30D | -33.5% | +12.6% | -46.2% | -24.3% |
| 3M | -44.6% | +14.2% | -58.9% | -35.5% |
| 6M | -9.2% | +6.2% | -15.4% | +4.6% |
| YTD | +63.3% | -21.8% | +85.1% | +59.3% |
| 1Y | +45.3% | -23.1% | +68.4% | +41.0% |
| 3Y | +3.7% | -71.3% | +75.1% | -47.7% |
| All | +3.7% | -71.4% | +75.1% | -47.7% |
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