+105.9%
QQQ vs FGI
-68.3%
+174.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.9% | -3.6% | +2.2% |
| 7D | -0.2% | +6.9% | -7.1% | -0.3% |
| 30D | -7.5% | +3.9% | -11.4% | -7.5% |
| 3M | -3.8% | +74.3% | -78.1% | -5.4% |
| 6M | -3.0% | +28.9% | -31.9% | -4.4% |
| YTD | +12.8% | +39.1% | -26.4% | +10.1% |
| 1Y | +11.6% | +49.3% | -37.7% | +8.6% |
| 3Y | +85.6% | +5.7% | +79.8% | +79.9% |
| All | +105.9% | -68.3% | +174.1% | +107.2% |
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