-80.7%
QID vs FLR
+230.6%
-311.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.3% | +4.6% | +1.3% |
| 7D | +2.7% | -6.9% | +9.6% | -0.2% |
| 30D | +3.3% | +1.1% | +2.2% | +4.1% |
| 3M | -5.5% | +14.3% | -19.9% | +2.3% |
| 6M | -28.4% | +19.1% | -47.5% | -19.5% |
| YTD | -26.6% | +35.1% | -61.7% | -12.0% |
| 1Y | -34.1% | +29.5% | -63.6% | -21.2% |
| 3Y | -73.7% | +53.0% | -126.7% | -60.4% |
| 5Y | -80.7% | +238.9% | -319.6% | -58.1% |
| All | -80.7% | +230.6% | -311.2% | -58.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling