-22.6%
FPS vs QQQI
+10.2%
-32.8%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QQQI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.0% | -18.3% | -20.1% |
| 7D | -23.3% | -4.2% | -19.1% | -13.1% |
| 30D | -42.4% | -7.1% | -35.3% | -27.6% |
| 3M | -43.0% | -2.7% | -40.4% | -36.6% |
| 6M | -44.5% | +2.0% | -46.5% | -44.7% |
| All | -22.6% | +10.2% | -32.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQI.
Daily Out/Under-Performance
Portfolio return minus QQQI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQI 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 QQQI 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