+1,564.8%
QQQ vs FISV
+777.9%
+786.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.1% | +1.6% |
| 7D | +1.0% | -6.4% | +7.4% | +3.9% |
| 30D | -0.6% | -6.8% | +6.2% | +2.1% |
| 3M | +1.3% | -10.0% | +11.3% | +4.2% |
| 6M | +18.1% | -20.6% | +38.8% | +27.3% |
| YTD | +16.9% | -27.6% | +44.5% | +30.3% |
| 1Y | +24.0% | -64.3% | +88.3% | +75.5% |
| 3Y | +95.6% | -60.0% | +155.6% | +147.1% |
| 5Y | +94.5% | -57.7% | +152.2% | +134.1% |
| 10Y | +571.7% | -3.0% | +574.7% | +406.5% |
| All | +1,564.8% | +777.9% | +786.9% | +282.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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