+27.8%
QQQ vs FIG
-73.2%
+101.0%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.7% | +5.6% | +0.1% |
| 7D | +1.5% | -16.4% | +17.9% | +2.0% |
| 30D | -0.6% | -2.3% | +1.7% | -0.6% |
| 3M | +0.4% | +7.8% | -7.4% | +0.1% |
| 6M | +20.1% | -21.8% | +41.9% | +21.0% |
| YTD | +17.2% | -39.1% | +56.3% | +19.2% |
| 1Y | +24.7% | -56.6% | +81.3% | +28.5% |
| All | +27.8% | -73.2% | +101.0% | +31.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling