+11.3%
QQQ vs FIVE
+63.0%
-51.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +6.4% | +2.4% | +3.9% | +6.0% |
| 30D | -7.5% | +15.8% | -23.3% | -8.8% |
| 3M | -4.8% | +3.8% | -8.6% | -5.3% |
| 6M | -2.5% | +18.5% | -21.0% | -4.8% |
| YTD | +12.4% | +31.2% | -18.8% | +7.0% |
| 1Y | +11.3% | +61.8% | -50.5% | +1.5% |
| All | +11.3% | +63.0% | -51.7% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling