+1,426.4%
QQQ vs F
+5.4%
+1,421.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -5.0% | +1.6% | -6.5% | -5.4% |
| 30D | -13.4% | +2.6% | -16.1% | -14.1% |
| 3M | -8.1% | -8.8% | +0.7% | -6.2% |
| 6M | -5.5% | +4.6% | -10.1% | -7.8% |
| YTD | +7.2% | -1.9% | +9.1% | +6.0% |
| 1Y | +7.8% | -0.8% | +8.5% | +6.2% |
| 3Y | +80.7% | +43.5% | +37.3% | +56.5% |
| 5Y | +69.6% | -12.1% | +81.7% | +62.5% |
| 10Y | +517.8% | +83.6% | +434.1% | +353.0% |
| All | +1,426.4% | +5.4% | +1,421.1% | +882.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling