+36.8%
FXI vs QID
-73.9%
+110.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.2% |
| 7D | -2.8% | -1.9% | -0.9% | -3.2% |
| 30D | -5.3% | +1.7% | -7.0% | -4.9% |
| 3M | +0.3% | -3.9% | +4.3% | 0.0% |
| 6M | -4.6% | -30.0% | +25.4% | -11.9% |
| YTD | -9.1% | -28.2% | +19.1% | -15.2% |
| 1Y | -12.0% | -35.6% | +23.7% | -19.6% |
| All | +36.8% | -73.9% | +110.7% | +1.4% |
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 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