+553.4%
QQQ vs FICO
+606.0%
-52.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | +5.3% |
| 7D | +0.4% | -19.2% | +19.5% | +6.5% |
| 30D | +0.2% | -14.6% | +14.8% | +4.2% |
| 3M | -2.8% | -20.1% | +17.3% | +1.2% |
| 6M | +18.0% | -36.3% | +54.3% | +30.4% |
| YTD | +17.3% | -44.9% | +62.2% | +35.7% |
| 1Y | +25.6% | -38.6% | +64.2% | +36.9% |
| 3Y | +93.7% | +4.0% | +89.8% | +60.3% |
| 5Y | +94.2% | +99.5% | -5.4% | +16.5% |
| All | +553.4% | +606.0% | -52.6% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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