+24.0%
QQQ vs FE
+11.4%
+12.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.4% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -0.6% | -1.2% | +0.5% | -0.8% |
| 3M | +1.3% | +1.7% | -0.3% | +1.7% |
| 6M | +18.1% | -7.5% | +25.6% | +17.8% |
| YTD | +16.9% | +6.3% | +10.6% | +18.8% |
| 1Y | +24.0% | +10.9% | +13.1% | +27.4% |
| All | +24.0% | +11.4% | +12.5% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling