+558.6%
QQQ vs FDS
+64.8%
+493.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.3% |
| 7D | -0.6% | -14.0% | +13.4% | +4.6% |
| 30D | -1.2% | -6.2% | +5.0% | +0.6% |
| 3M | -0.2% | +10.2% | -10.4% | -5.6% |
| 6M | +17.9% | +27.4% | -9.5% | +3.0% |
| YTD | +16.6% | -9.3% | +25.9% | +16.9% |
| 1Y | +23.0% | -28.6% | +51.6% | +36.3% |
| 3Y | +92.9% | -36.8% | +129.8% | +123.0% |
| 5Y | +95.6% | -28.6% | +124.2% | +110.3% |
| All | +558.6% | +64.8% | +493.8% | +383.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling