-66.5%
FSLY vs QID
-76.9%
+10.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -1.1% |
| 7D | +4.9% | -7.1% | +12.0% | -1.0% |
| 30D | -33.5% | +12.6% | -46.2% | -22.1% |
| 3M | -44.6% | +14.2% | -58.9% | -33.1% |
| 6M | -9.2% | +6.2% | -15.4% | +7.3% |
| YTD | +63.3% | -21.8% | +85.1% | +53.5% |
| 1Y | +45.3% | -23.1% | +68.4% | +35.6% |
| 3Y | +3.7% | -71.3% | +75.1% | -50.8% |
| All | -66.5% | -76.9% | +10.4% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling