+93.5%
QQQ vs FICO
+4.8%
+88.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.7% | +16.9% | +2.1% |
| 7D | +0.4% | -19.2% | +19.5% | +2.7% |
| 30D | +0.2% | -14.6% | +14.8% | +1.8% |
| 3M | -2.8% | -20.1% | +17.3% | -1.5% |
| 6M | +18.0% | -36.3% | +54.3% | +23.8% |
| YTD | +17.3% | -44.9% | +62.2% | +26.5% |
| 1Y | +25.6% | -38.6% | +64.2% | +30.7% |
| All | +93.5% | +4.8% | +88.7% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling