-22.0%
QID vs FIGR
-41.8%
+19.8%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -1.2% |
| 7D | +9.8% | -1.3% | +11.1% | +9.7% |
| 30D | +18.9% | -17.6% | +36.5% | +16.1% |
| 3M | +9.6% | -16.7% | +26.3% | +8.1% |
| 6M | -7.8% | -36.1% | +28.3% | -10.6% |
| YTD | -23.3% | -43.6% | +20.3% | -23.2% |
| 1Y | -22.0% | -39.8% | +17.8% | -20.3% |
| All | -22.0% | -41.8% | +19.8% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 1y: compounded portfolio wealth divided by compounded FIGR 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…
1y analysis · Full analysis span regression · 6 months rolling