-98.8%
QID vs FND
+66.0%
-164.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | +0.5% |
| 7D | -0.6% | -5.2% | +4.6% | -3.0% |
| 30D | 0.0% | -19.9% | +19.9% | -9.7% |
| 3M | +3.7% | +2.7% | +1.0% | +7.0% |
| 6M | -29.9% | -21.7% | -8.2% | -35.3% |
| YTD | -28.8% | -17.5% | -11.3% | -32.1% |
| 1Y | -37.2% | -39.3% | +2.1% | -48.0% |
| 3Y | -73.7% | -49.8% | -23.9% | -77.6% |
| 5Y | -80.7% | -60.1% | -20.7% | -80.8% |
| All | -98.8% | +66.0% | -164.8% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling