+26.0%
QQQ vs FIG
-74.0%
+100.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.1% |
| 7D | -1.3% | -12.2% | +11.0% | -0.9% |
| 30D | -1.4% | -11.0% | +9.6% | -1.1% |
| 3M | +2.3% | +11.9% | -9.6% | +1.7% |
| 6M | +16.9% | -21.9% | +38.8% | +17.8% |
| YTD | +15.6% | -40.8% | +56.4% | +17.6% |
| 1Y | +22.6% | -56.6% | +79.3% | +26.5% |
| All | +26.0% | -74.0% | +100.0% | +29.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling