+542.4%
QQQ vs F
+64.3%
+478.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.5% | +0.4% |
| 7D | +6.4% | -3.9% | +10.2% | +7.5% |
| 30D | -7.5% | -0.5% | -7.0% | -7.4% |
| 3M | -4.8% | -12.9% | +8.1% | -1.6% |
| 6M | -2.5% | +1.5% | -4.0% | -4.1% |
| YTD | +12.4% | -5.0% | +17.4% | +12.1% |
| 1Y | +11.3% | -7.3% | +18.7% | +11.7% |
| 3Y | +85.0% | +45.3% | +39.7% | +58.3% |
| 5Y | +79.6% | -15.8% | +95.4% | +71.9% |
| All | +542.4% | +64.3% | +478.1% | +362.9% |
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