-74.4%
QID vs FDS
-30.4%
-44.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | -0.4% |
| 7D | -2.7% | -5.4% | +2.6% | -3.5% |
| 30D | +1.8% | +1.6% | +0.2% | +2.1% |
| 3M | -2.2% | +17.7% | -19.9% | +0.2% |
| 6M | -32.1% | +29.1% | -61.2% | -28.3% |
| YTD | -28.6% | +1.0% | -29.5% | -32.5% |
| 1Y | -36.3% | -21.6% | -14.7% | -49.5% |
| 3Y | -74.4% | -30.1% | -44.3% | -79.1% |
| All | -74.4% | -30.4% | -44.0% | -79.1% |
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