+1,570.9%
QQQ vs FDS
+2,890.0%
-1,319.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | +1.5% |
| 7D | +0.4% | -1.9% | +2.3% | +1.0% |
| 30D | +0.2% | +9.0% | -8.8% | -3.2% |
| 3M | -2.8% | +18.9% | -21.7% | -10.8% |
| 6M | +18.0% | +35.1% | -17.1% | +1.4% |
| YTD | +17.3% | +5.5% | +11.8% | +9.9% |
| 1Y | +25.6% | -16.8% | +42.4% | +27.7% |
| 3Y | +93.7% | -28.1% | +121.8% | +106.5% |
| 5Y | +94.2% | -17.4% | +111.6% | +94.6% |
| 10Y | +557.9% | +85.4% | +472.4% | +367.2% |
| All | +1,570.9% | +2,890.0% | -1,319.0% | +309.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling