+80.7%
QQQ vs F
+40.1%
+40.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.5% |
| 7D | -5.0% | +1.6% | -6.5% | -5.3% |
| 30D | -13.4% | +2.6% | -16.1% | -13.9% |
| 3M | -8.1% | -8.8% | +0.7% | -6.6% |
| 6M | -5.5% | +4.6% | -10.1% | -7.3% |
| YTD | +7.2% | -1.9% | +9.1% | +6.1% |
| 1Y | +7.8% | -0.8% | +8.5% | +6.4% |
| 3Y | +80.7% | +43.5% | +37.3% | +60.2% |
| All | +80.7% | +40.1% | +40.7% | +60.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling