+114.2%
QQQ vs FGI
-70.4%
+184.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.5% | -7.4% | +0.1% |
| 7D | +0.4% | +0.5% | -0.2% | +0.3% |
| 30D | +0.2% | +65.4% | -65.2% | -1.3% |
| 3M | -2.8% | +23.5% | -26.3% | -4.0% |
| 6M | +18.0% | +60.5% | -42.5% | +15.1% |
| YTD | +17.3% | +30.0% | -12.7% | +14.7% |
| 1Y | +25.6% | +82.1% | -56.5% | +20.9% |
| 3Y | +93.7% | -4.4% | +98.1% | +88.3% |
| All | +114.2% | -70.4% | +184.5% | +115.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling