+534.7%
QQQ vs FDS
+127.7%
+407.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +3.6% | +1.5% | +2.2% | +3.1% |
| 30D | -6.7% | +14.8% | -21.6% | -11.4% |
| 3M | -7.0% | +16.3% | -23.3% | -12.7% |
| 6M | -4.7% | +66.2% | -70.9% | -23.9% |
| YTD | +11.1% | +16.2% | -5.2% | +1.4% |
| 1Y | +12.3% | +21.8% | -9.6% | -0.3% |
| 3Y | +83.3% | -23.9% | +107.2% | +99.7% |
| 5Y | +77.5% | -23.1% | +100.6% | +89.7% |
| All | +534.7% | +127.7% | +407.0% | +309.6% |
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 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