+534.7%
QQQ vs FDX
+155.8%
+378.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.5% | -2.7% | -1.7% |
| 7D | +3.6% | +5.2% | -1.6% | +1.8% |
| 30D | -6.7% | +11.3% | -18.0% | -10.1% |
| 3M | -7.0% | -4.1% | -2.9% | -5.9% |
| 6M | -4.7% | +9.6% | -14.3% | -8.2% |
| YTD | +11.1% | +40.9% | -29.8% | -2.7% |
| 1Y | +12.3% | +53.0% | -40.7% | -4.5% |
| 3Y | +83.3% | +74.1% | +9.2% | +43.1% |
| 5Y | +77.5% | +75.1% | +2.4% | +34.0% |
| All | +534.7% | +155.8% | +378.9% | +290.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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