-99.1%
QID vs FLR
+19.7%
-118.9%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -1.5% |
| 7D | +1.3% | -3.5% | +4.8% | +0.4% |
| 30D | +2.9% | +4.2% | -1.2% | +4.3% |
| 3M | -0.7% | +8.1% | -8.8% | +2.8% |
| 6M | -29.7% | +21.5% | -51.2% | -23.8% |
| YTD | -27.9% | +36.8% | -64.6% | -18.9% |
| 1Y | -34.6% | +31.2% | -65.8% | -26.5% |
| 3Y | -73.5% | +53.9% | -127.4% | -66.3% |
| 5Y | -81.0% | +243.0% | -324.0% | -69.6% |
| All | -99.1% | +19.7% | -118.9% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling