+1,523.3%
QQQ vs FFIV
+7,518.9%
-5,995.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +0.4% | -1.0% | +1.3% | +0.6% |
| 30D | +0.2% | -5.1% | +5.3% | +1.3% |
| 3M | -2.8% | -4.5% | +1.6% | -2.0% |
| 6M | +18.0% | +36.5% | -18.5% | +9.5% |
| YTD | +17.3% | +53.0% | -35.7% | +5.9% |
| 1Y | +25.6% | +24.2% | +1.4% | +18.2% |
| 3Y | +93.7% | +137.2% | -43.5% | +57.1% |
| 5Y | +94.2% | +91.8% | +2.4% | +64.7% |
| 10Y | +557.9% | +215.2% | +342.7% | +393.9% |
| All | +1,523.3% | +7,518.9% | -5,995.7% | +420.5% |
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