+27.4%
QQQ vs FIG
-74.1%
+101.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | -0.2% |
| 7D | +1.0% | -14.5% | +15.5% | +1.4% |
| 30D | -0.6% | -13.3% | +12.7% | -0.3% |
| 3M | +1.3% | +7.4% | -6.1% | +0.9% |
| 6M | +18.1% | -27.8% | +45.9% | +19.4% |
| YTD | +16.9% | -41.1% | +58.0% | +18.9% |
| 1Y | +24.0% | -58.7% | +82.7% | +27.9% |
| All | +27.4% | -74.1% | +101.5% | +30.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling