+1,436.7%
QQQ vs FFIV
+5,932.0%
-4,495.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.7% | +1.5% | -0.6% |
| 7D | +3.6% | -0.5% | +4.2% | +3.8% |
| 30D | -6.7% | -32.4% | +25.7% | +1.2% |
| 3M | -7.0% | -25.7% | +18.7% | -1.5% |
| 6M | -4.7% | -13.5% | +8.8% | -2.5% |
| YTD | +11.1% | +21.1% | -10.1% | +4.8% |
| 1Y | +12.3% | +29.4% | -17.1% | +4.3% |
| 3Y | +83.3% | +94.9% | -11.6% | +54.3% |
| 5Y | +77.5% | +34.7% | +42.8% | +61.7% |
| 10Y | +528.3% | +119.0% | +409.3% | +407.4% |
| All | +1,436.7% | +5,932.0% | -4,495.3% | +415.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling