+27.1%
QQQ vs FIG
-72.7%
+99.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.8% | -3.9% | +0.8% |
| 7D | -0.6% | -3.8% | +3.2% | -0.5% |
| 30D | -1.2% | -2.3% | +1.1% | -1.2% |
| 3M | -0.2% | +20.0% | -20.2% | -1.0% |
| 6M | +17.9% | -16.7% | +34.6% | +18.6% |
| YTD | +16.6% | -37.9% | +54.6% | +18.5% |
| 1Y | +23.0% | -58.5% | +81.5% | +26.6% |
| All | +27.1% | -72.7% | +99.8% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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