-99.2%
QID vs FDS
+72.8%
-172.0%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | -1.9% |
| 7D | -1.9% | -8.8% | +6.9% | -7.9% |
| 30D | +1.7% | -1.4% | +3.1% | +1.0% |
| 3M | -3.9% | +13.9% | -17.8% | +4.2% |
| 6M | -30.0% | +27.4% | -57.4% | -16.7% |
| YTD | -28.2% | -2.5% | -25.8% | -32.5% |
| 1Y | -35.6% | -23.8% | -11.9% | -52.7% |
| 3Y | -74.3% | -32.5% | -41.8% | -81.9% |
| 5Y | -80.8% | -23.2% | -57.6% | -82.1% |
| 10Y | -99.2% | +76.4% | -175.6% | -97.8% |
| All | -99.2% | +72.8% | -172.0% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling