+47.5%
USFD vs QID
-14.4%
+62.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.4% | -0.2% |
| 7D | +3.0% | +9.4% | -6.5% | +3.0% |
| 30D | +11.1% | +31.2% | -20.2% | +10.9% |
| 3M | -0.3% | +17.4% | -17.7% | -0.4% |
| 6M | +15.9% | +8.4% | +7.5% | +14.9% |
| YTD | +41.6% | -15.8% | +57.4% | +36.4% |
| All | +47.5% | -14.4% | +62.0% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 1y: compounded portfolio wealth divided by compounded QID 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…
1y analysis · Full analysis span regression · 6 months rolling