+113.4%
QQQ vs FGI
-69.1%
+182.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | +1.0% | +14.7% | -13.7% | +0.8% |
| 30D | -0.6% | +67.0% | -67.6% | -2.1% |
| 3M | +1.3% | +31.0% | -29.7% | 0.0% |
| 6M | +18.1% | +126.8% | -108.7% | +14.6% |
| YTD | +16.9% | +35.6% | -18.7% | +14.3% |
| 1Y | +24.0% | +108.9% | -84.9% | +19.0% |
| 3Y | +95.6% | -0.3% | +95.9% | +90.1% |
| All | +113.4% | -69.1% | +182.4% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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