+544.5%
QQQ vs FFIV
+126.3%
+418.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.9% | +1.5% | +2.0% |
| 7D | -0.2% | -2.9% | +2.7% | +1.1% |
| 30D | -7.5% | -32.4% | +25.0% | +7.3% |
| 3M | -3.8% | -22.7% | +18.9% | +4.7% |
| 6M | -3.0% | -10.7% | +7.7% | -1.3% |
| YTD | +12.8% | +25.4% | -12.6% | -2.5% |
| 1Y | +11.6% | +34.2% | -22.6% | -6.6% |
| 3Y | +85.6% | +101.2% | -15.6% | +24.7% |
| 5Y | +82.1% | +42.0% | +40.2% | +40.3% |
| All | +544.5% | +126.3% | +418.2% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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