+1,570.9%
QQQ vs F
+23.8%
+1,547.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +0.4% | +5.3% | -5.0% | -1.0% |
| 30D | +0.2% | +4.6% | -4.4% | -1.1% |
| 3M | -2.8% | -3.7% | +0.8% | -2.1% |
| 6M | +18.0% | +16.8% | +1.2% | +12.0% |
| YTD | +17.3% | +15.3% | +2.0% | +11.5% |
| 1Y | +25.6% | +31.0% | -5.4% | +14.7% |
| 3Y | +93.7% | +45.4% | +48.3% | +67.0% |
| 5Y | +94.2% | +54.7% | +39.5% | +60.0% |
| 10Y | +557.9% | +98.2% | +459.6% | +373.9% |
| All | +1,570.9% | +23.8% | +1,547.1% | +932.7% |
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