+4.3%
QQQ vs FDS
+31.7%
-27.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.5% | -6.0% | -6.5% |
| 7D | -9.5% | +6.4% | -15.9% | -9.2% |
| 30D | -14.8% | +25.2% | -40.0% | -13.8% |
| 3M | -9.7% | +22.9% | -32.6% | -8.5% |
| 6M | -4.9% | +56.5% | -61.4% | -2.8% |
| YTD | +5.7% | +19.0% | -13.3% | +8.2% |
| 1Y | +4.3% | +32.7% | -28.4% | +7.6% |
| All | +4.3% | +31.7% | -27.4% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 1y: compounded portfolio wealth divided by compounded FDS 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…
1y analysis · Full analysis span regression · 6 months rolling