+94.5%
QQQ vs FDS
-23.5%
+118.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.5% |
| 7D | +1.0% | -8.8% | +9.8% | +3.1% |
| 30D | -0.6% | -1.4% | +0.7% | -0.5% |
| 3M | +1.3% | +13.9% | -12.6% | -2.9% |
| 6M | +18.1% | +27.4% | -9.3% | +8.0% |
| YTD | +16.9% | -2.5% | +19.3% | +17.6% |
| 1Y | +24.0% | -23.8% | +47.8% | +38.4% |
| 3Y | +95.6% | -32.5% | +128.1% | +126.4% |
| 5Y | +94.5% | -23.2% | +117.7% | +129.4% |
| All | +94.5% | -23.5% | +118.0% | +129.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling