+1,570.9%
QQQ vs FITB
+155.3%
+1,415.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.4% | +0.6% | -0.3% | +0.2% |
| 30D | +0.2% | -4.7% | +5.0% | +1.2% |
| 3M | -2.8% | +6.7% | -9.5% | -4.2% |
| 6M | +18.0% | +12.6% | +5.4% | +14.8% |
| YTD | +17.3% | +19.1% | -1.8% | +12.6% |
| 1Y | +25.6% | +22.6% | +3.0% | +19.6% |
| 3Y | +93.7% | +127.1% | -33.4% | +60.9% |
| 5Y | +94.2% | +71.8% | +22.3% | +68.7% |
| 10Y | +557.9% | +287.2% | +270.7% | +360.2% |
| All | +1,570.9% | +155.3% | +1,415.7% | +1,139.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling