-100.0%
QID vs FLR
+50.9%
-150.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | -1.3% |
| 7D | -0.6% | +5.4% | -6.1% | +1.6% |
| 30D | 0.0% | +11.4% | -11.4% | +5.4% |
| 3M | +3.7% | +11.4% | -7.7% | +11.4% |
| 6M | -29.9% | +16.6% | -46.5% | -22.1% |
| YTD | -28.8% | +41.7% | -70.5% | -13.4% |
| 1Y | -37.2% | +35.4% | -72.6% | -23.9% |
| 3Y | -73.7% | +57.3% | -131.0% | -61.2% |
| 5Y | -80.7% | +241.0% | -321.7% | -56.3% |
| 10Y | -99.1% | +16.6% | -115.8% | -98.6% |
| All | -100.0% | +50.9% | -150.8% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling