+69.8%
QQQ vs FICO
+81.4%
-11.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -5.0% | -0.9% | -4.0% | -4.9% |
| 30D | -13.4% | +3.3% | -16.8% | -14.5% |
| 3M | -8.1% | -31.7% | +23.6% | -3.2% |
| 6M | -5.5% | -34.0% | +28.5% | -1.8% |
| YTD | +7.2% | -58.3% | +65.5% | +24.4% |
| 1Y | +7.8% | -57.9% | +65.7% | +24.5% |
| 3Y | +80.7% | -24.1% | +104.8% | +59.1% |
| All | +69.8% | +81.4% | -11.6% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling