+1,480.5%
QQQ vs FDS
+3,135.1%
-1,654.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.7% |
| 7D | -0.3% | -5.0% | +4.7% | +1.5% |
| 30D | -9.6% | +13.8% | -23.3% | -14.2% |
| 3M | -5.9% | +14.8% | -20.8% | -11.9% |
| 6M | -4.3% | +47.4% | -51.7% | -20.5% |
| YTD | +11.0% | +14.2% | -3.2% | -0.2% |
| 1Y | +11.9% | +26.6% | -14.7% | -3.9% |
| 3Y | +86.7% | -24.4% | +111.1% | +93.6% |
| 5Y | +77.1% | -22.6% | +99.7% | +80.8% |
| 10Y | +517.9% | +130.0% | +387.9% | +300.9% |
| All | +1,480.5% | +3,135.1% | -1,654.6% | +271.9% |
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