-73.7%
QID vs FND
-50.0%
-23.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.3% |
| 7D | -1.9% | -0.8% | -1.2% | -2.1% |
| 30D | +1.7% | -19.6% | +21.3% | -5.3% |
| 3M | -3.9% | -4.3% | +0.4% | -3.8% |
| 6M | -30.0% | -20.4% | -9.5% | -33.3% |
| YTD | -28.2% | -21.9% | -6.4% | -31.4% |
| 1Y | -35.6% | -45.2% | +9.5% | -45.8% |
| All | -73.7% | -50.0% | -23.6% | -75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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