+552.9%
QQQ vs FITB
+288.7%
+264.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | -1.4% | -5.5% | +4.1% | +0.2% |
| 3M | +2.3% | +4.1% | -1.8% | +0.9% |
| 6M | +16.9% | +18.7% | -1.8% | +10.8% |
| YTD | +15.6% | +18.2% | -2.5% | +9.5% |
| 1Y | +22.6% | +23.7% | -1.0% | +14.3% |
| 3Y | +93.5% | +130.8% | -37.2% | +49.1% |
| 5Y | +93.9% | +69.8% | +24.1% | +60.4% |
| All | +552.9% | +288.7% | +264.1% | +318.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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