+571.7%
QQQ vs FE
+110.4%
+461.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -0.6% | -1.2% | +0.5% | -0.3% |
| 3M | +1.3% | +1.7% | -0.3% | +0.6% |
| 6M | +18.1% | -7.5% | +25.6% | +20.3% |
| YTD | +16.9% | +6.3% | +10.6% | +14.2% |
| 1Y | +24.0% | +10.9% | +13.1% | +19.5% |
| 3Y | +95.6% | +46.9% | +48.7% | +70.0% |
| 5Y | +94.5% | +47.6% | +46.9% | +67.6% |
| 10Y | +571.7% | +114.5% | +457.2% | +449.7% |
| All | +571.7% | +110.4% | +461.4% | +449.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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