+1,469.9%
QQQ vs F
+4.0%
+1,465.8%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.2% |
| 7D | -1.5% | -0.2% | -1.3% | -1.5% |
| 30D | -10.2% | +0.9% | -11.1% | -10.5% |
| 3M | -6.3% | -11.3% | +5.0% | -3.6% |
| 6M | -4.9% | +2.0% | -6.9% | -6.6% |
| YTD | +10.2% | -3.2% | +13.4% | +9.4% |
| 1Y | +8.8% | -3.5% | +12.2% | +8.0% |
| 3Y | +81.4% | +48.1% | +33.3% | +55.7% |
| 5Y | +78.5% | -13.5% | +92.0% | +71.9% |
| 10Y | +523.8% | +72.2% | +451.6% | +365.5% |
| All | +1,469.9% | +4.0% | +1,465.8% | +913.6% |
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