-14.2%
FSLY vs QID
-97.4%
+83.2%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.8% |
| 7D | -10.6% | -0.6% | -10.0% | -10.8% |
| 30D | -20.9% | 0.0% | -20.9% | -20.1% |
| 3M | +3.4% | +3.7% | -0.3% | +10.6% |
| 6M | +2.7% | -29.9% | +32.6% | -16.1% |
| YTD | +102.3% | -28.8% | +131.0% | +67.1% |
| 1Y | +182.1% | -37.2% | +219.2% | +114.2% |
| 3Y | -14.6% | -73.7% | +59.2% | -59.5% |
| 5Y | -55.9% | -80.7% | +24.8% | -74.8% |
| All | -14.2% | -97.4% | +83.2% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling