+96.2%
QQQ vs FFIV
+141.9%
-45.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +1.5% | -1.5% | +3.1% | +2.0% |
| 30D | -0.6% | -2.7% | +2.0% | +0.1% |
| 3M | +0.4% | -1.7% | +2.1% | +0.6% |
| 6M | +20.1% | +36.1% | -16.1% | +7.2% |
| YTD | +17.2% | +52.6% | -35.4% | -0.1% |
| 1Y | +24.7% | +21.5% | +3.2% | +15.2% |
| 3Y | +96.2% | +142.7% | -46.5% | +41.6% |
| All | +96.2% | +141.9% | -45.8% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling