-70.4%
QID vs FGI
+1.5%
-71.9%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.8% | -2.5% |
| 7D | +9.4% | -7.0% | +16.4% | +9.3% |
| 30D | +31.2% | -4.2% | +35.5% | +31.2% |
| 3M | +17.4% | +55.6% | -38.2% | +19.1% |
| 6M | +8.4% | -3.2% | +11.6% | +9.7% |
| YTD | -15.8% | +29.1% | -44.9% | -14.0% |
| 1Y | -16.3% | +51.0% | -67.3% | -14.7% |
| 3Y | -70.4% | +1.5% | -71.9% | -71.3% |
| All | -70.4% | +1.5% | -71.9% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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