+277.6%
FTI vs QID
-73.9%
+351.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.3% |
| 7D | -2.3% | -1.9% | -0.4% | -2.9% |
| 30D | +5.0% | +1.7% | +3.3% | +5.7% |
| 3M | +13.8% | -3.9% | +17.8% | +13.2% |
| 6M | +22.9% | -30.0% | +52.9% | +9.8% |
| YTD | +75.0% | -28.2% | +103.2% | +58.5% |
| 1Y | +96.9% | -35.6% | +132.5% | +71.6% |
| All | +277.6% | -73.9% | +351.5% | +187.2% |
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