+127.4%
FXI vs QID
-100.0%
+227.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.4% |
| 7D | +1.0% | -0.6% | +1.7% | +0.8% |
| 30D | -0.6% | 0.0% | -0.6% | -0.5% |
| 3M | +1.9% | +3.7% | -1.8% | +4.8% |
| 6M | -0.2% | -29.9% | +29.7% | -14.1% |
| YTD | -5.6% | -28.8% | +23.2% | -17.8% |
| 1Y | -4.7% | -37.2% | +32.5% | -21.1% |
| 3Y | +38.0% | -73.7% | +111.7% | -19.2% |
| 5Y | -2.7% | -80.7% | +78.1% | -42.7% |
| 10Y | +19.9% | -99.1% | +119.0% | -84.5% |
| All | +127.4% | -100.0% | +227.4% | -94.0% |
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