-100.0%
QID vs FDS
+731.7%
-831.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.2% | -3.3% |
| 7D | -0.6% | -1.9% | +1.3% | -2.1% |
| 30D | 0.0% | +9.0% | -9.0% | +7.7% |
| 3M | +3.7% | +18.9% | -15.1% | +17.7% |
| 6M | -29.9% | +35.1% | -65.0% | -10.7% |
| YTD | -28.8% | +5.5% | -34.3% | -27.7% |
| 1Y | -37.2% | -16.8% | -20.4% | -49.6% |
| 3Y | -73.7% | -28.1% | -45.7% | -80.3% |
| 5Y | -80.7% | -17.4% | -63.3% | -80.8% |
| 10Y | -99.1% | +85.4% | -184.6% | -97.2% |
| All | -100.0% | +731.7% | -831.7% | -99.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling