+19.2%
FXI vs QID
-99.0%
+118.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.8% |
| 7D | -4.2% | -7.1% | +2.9% | -6.3% |
| 30D | -1.1% | +12.6% | -13.8% | +2.9% |
| 3M | -4.0% | +14.2% | -18.2% | +0.6% |
| 6M | -11.8% | +6.2% | -18.0% | -8.9% |
| YTD | -11.9% | -21.8% | +9.9% | -16.5% |
| 1Y | -16.1% | -23.1% | +7.0% | -20.8% |
| 3Y | +38.8% | -71.3% | +110.1% | +1.6% |
| 5Y | -9.1% | -77.0% | +67.9% | -30.0% |
| All | +19.2% | -99.0% | +118.2% | -61.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling