-80.7%
QID vs FND
-62.8%
-17.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.5% | +3.8% | +1.6% |
| 7D | +2.7% | -5.1% | +7.8% | +0.1% |
| 30D | +3.3% | -22.5% | +25.9% | -9.1% |
| 3M | -5.5% | -5.0% | -0.5% | -6.1% |
| 6M | -28.4% | -21.5% | -6.9% | -34.5% |
| YTD | -26.6% | -23.0% | -3.5% | -32.8% |
| 1Y | -34.1% | -44.9% | +10.8% | -49.6% |
| 3Y | -73.7% | -50.0% | -23.7% | -77.8% |
| 5Y | -80.7% | -63.3% | -17.3% | -81.3% |
| All | -80.7% | -62.8% | -17.9% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling