+571.7%
QQQ vs F
+80.8%
+490.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.8% |
| 7D | +1.0% | -4.9% | +5.9% | +2.3% |
| 30D | -0.6% | -2.9% | +2.3% | 0.0% |
| 3M | +1.3% | -9.1% | +10.4% | +3.6% |
| 6M | +18.1% | +12.9% | +5.2% | +13.1% |
| YTD | +16.9% | +6.1% | +10.8% | +13.5% |
| 1Y | +24.0% | +22.5% | +1.5% | +15.1% |
| 3Y | +95.6% | +32.1% | +63.6% | +72.2% |
| 5Y | +94.5% | +43.7% | +50.8% | +62.3% |
| 10Y | +571.7% | +84.1% | +487.6% | +373.0% |
| All | +571.7% | +80.8% | +490.9% | +373.0% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 10y: compounded portfolio wealth divided by compounded F 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…
10y analysis · Full analysis span regression · 6 months rolling