-99.1%
QID vs FDS
+127.7%
-226.7%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.8% |
| 7D | -7.1% | +1.5% | -8.6% | -6.2% |
| 30D | +12.6% | +14.8% | -2.2% | +23.4% |
| 3M | +14.2% | +16.3% | -2.0% | +26.5% |
| 6M | +6.2% | +66.2% | -60.0% | +52.8% |
| YTD | -21.8% | +16.2% | -38.0% | -17.5% |
| 1Y | -23.1% | +21.8% | -45.0% | -15.4% |
| 3Y | -71.3% | -23.9% | -47.4% | -78.8% |
| 5Y | -77.0% | -23.1% | -53.9% | -79.7% |
| All | -99.1% | +127.7% | -226.7% | -97.0% |
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