+1,684.9%
QQQ vs FERG
+1,335.0%
+349.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.5% | +3.4% | -1.9% | +1.0% |
| 30D | -0.6% | -11.5% | +10.9% | +1.0% |
| 3M | +0.4% | +1.3% | -0.8% | +0.2% |
| 6M | +20.1% | -1.0% | +21.0% | +20.0% |
| YTD | +17.2% | +3.2% | +14.0% | +16.4% |
| 1Y | +24.7% | -3.0% | +27.7% | +24.7% |
| 3Y | +96.2% | +55.0% | +41.1% | +84.0% |
| 5Y | +94.4% | +72.6% | +21.7% | +78.7% |
| 10Y | +556.7% | +358.9% | +197.7% | +478.8% |
| All | +1,684.9% | +1,335.0% | +349.9% | +1,428.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 FERG 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