-22.0%
QID vs FDS
+31.1%
-53.2%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.9% | -4.7% | -2.2% |
| 7D | +9.8% | +9.4% | +0.4% | +8.6% |
| 30D | +18.9% | +23.8% | -4.9% | +16.3% |
| 3M | +9.6% | +25.1% | -15.5% | +6.7% |
| 6M | -7.8% | +53.8% | -61.6% | -11.7% |
| YTD | -23.3% | +19.6% | -42.9% | -26.6% |
| 1Y | -22.0% | +31.6% | -53.7% | -26.5% |
| All | -22.0% | +31.1% | -53.2% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling