+1,570.9%
QQQ vs FE
+453.5%
+1,117.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | +0.4% | +1.9% | -1.6% | -0.2% |
| 30D | +0.2% | -1.2% | +1.4% | +0.5% |
| 3M | -2.8% | +3.5% | -6.3% | -4.1% |
| 6M | +18.0% | -6.1% | +24.1% | +19.8% |
| YTD | +17.3% | +7.6% | +9.7% | +14.1% |
| 1Y | +25.6% | +11.9% | +13.7% | +20.5% |
| 3Y | +93.7% | +48.4% | +45.3% | +67.4% |
| 5Y | +94.2% | +44.8% | +49.4% | +67.9% |
| 10Y | +557.9% | +115.9% | +442.0% | +382.3% |
| All | +1,570.9% | +453.5% | +1,117.5% | +1,009.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling