+613.6%
FTI vs QID
-100.0%
+713.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.3% | -2.4% | -2.0% |
| 7D | -0.2% | -2.7% | +2.6% | -1.5% |
| 30D | +12.3% | +1.8% | +10.5% | +13.4% |
| 3M | +13.8% | -2.2% | +15.9% | +13.5% |
| 6M | +24.3% | -32.1% | +56.4% | +4.7% |
| YTD | +75.8% | -28.6% | +104.3% | +52.6% |
| 1Y | +99.6% | -36.3% | +136.0% | +64.8% |
| 3Y | +278.4% | -74.4% | +352.8% | +123.3% |
| 5Y | +1,168.7% | -80.8% | +1,249.5% | +656.4% |
| 10Y | +297.5% | -99.1% | +396.6% | -42.4% |
| All | +613.6% | -100.0% | +713.6% | -79.0% |
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