+80.2%
QQQ vs FICO
+90.6%
-10.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.4% |
| 7D | -0.2% | +4.0% | -4.2% | -0.9% |
| 30D | -7.5% | -1.5% | -6.0% | -7.6% |
| 3M | -3.8% | -29.8% | +26.0% | +0.9% |
| 6M | -3.0% | -33.3% | +30.3% | +0.8% |
| YTD | +12.8% | -56.9% | +69.7% | +30.2% |
| 1Y | +11.6% | -59.5% | +71.0% | +30.9% |
| 3Y | +85.6% | -26.9% | +112.4% | +66.8% |
| All | +80.2% | +90.6% | -10.3% | +12.9% |
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