+94.5%
QQQ vs FFIV
+100.0%
-5.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -2.0% |
| 7D | +1.0% | +3.5% | -2.5% | -0.6% |
| 30D | -0.6% | -1.3% | +0.7% | -0.3% |
| 3M | +1.3% | +2.4% | -1.1% | -0.4% |
| 6M | +18.1% | +41.8% | -23.7% | -0.8% |
| YTD | +16.9% | +58.5% | -41.6% | -7.8% |
| 1Y | +24.0% | +24.3% | -0.4% | +9.4% |
| 3Y | +95.6% | +152.0% | -56.4% | +14.3% |
| 5Y | +94.5% | +99.1% | -4.6% | +26.0% |
| All | +94.5% | +100.0% | -5.5% | +26.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling