-50.2%
FSLY vs QID
-80.7%
+30.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.5% | +5.2% | +6.1% |
| 7D | +11.2% | -1.9% | +13.1% | +9.5% |
| 30D | -18.2% | +1.7% | -19.9% | -16.2% |
| 3M | +21.9% | -3.9% | +25.8% | +21.6% |
| 6M | +4.0% | -30.0% | +34.0% | -17.1% |
| YTD | +123.1% | -28.2% | +151.3% | +81.8% |
| 1Y | +196.9% | -35.6% | +232.5% | +123.1% |
| 3Y | -1.3% | -74.3% | +73.0% | -59.5% |
| 5Y | -50.2% | -80.8% | +30.6% | -74.1% |
| All | -50.2% | -80.7% | +30.5% | -74.1% |
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