-71.3%
QID vs FDS
-23.3%
-48.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.3% | +2.6% |
| 7D | -7.1% | +1.5% | -8.6% | -7.0% |
| 30D | +12.6% | +14.8% | -2.2% | +14.6% |
| 3M | +14.2% | +16.3% | -2.0% | +16.5% |
| 6M | +6.2% | +66.2% | -60.0% | +17.6% |
| YTD | -21.8% | +16.2% | -38.0% | -24.7% |
| 1Y | -23.1% | +21.8% | -45.0% | -24.1% |
| 3Y | -71.3% | -23.9% | -47.4% | -77.6% |
| All | -71.3% | -23.3% | -48.1% | -77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling