+1,501.1%
QQQ vs FICO
+6,340.5%
-4,839.5%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +6.4% | +1.4% | +4.9% | +5.9% |
| 30D | -7.5% | -0.8% | -6.7% | -7.8% |
| 3M | -4.8% | -31.3% | +26.5% | +2.3% |
| 6M | -2.5% | -33.9% | +31.5% | +3.9% |
| YTD | +12.4% | -57.6% | +70.0% | +34.5% |
| 1Y | +11.3% | -59.7% | +71.0% | +35.1% |
| 3Y | +85.0% | -28.0% | +113.0% | +77.3% |
| 5Y | +79.6% | +91.0% | -11.3% | +21.7% |
| 10Y | +535.9% | +529.4% | +6.5% | +189.2% |
| All | +1,501.1% | +6,340.5% | -4,839.5% | +227.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling