+86.7%
QQQ vs FIVE
+42.1%
+44.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +2.7% |
| 7D | -0.3% | +6.2% | -6.4% | -1.1% |
| 30D | -9.6% | +18.2% | -27.7% | -11.7% |
| 3M | -5.9% | +3.8% | -9.8% | -6.7% |
| 6M | -4.3% | +13.7% | -18.0% | -6.6% |
| YTD | +11.0% | +34.7% | -23.8% | +5.3% |
| 1Y | +11.9% | +66.6% | -54.7% | +2.8% |
| 3Y | +86.7% | +44.3% | +42.4% | +56.0% |
| All | +86.7% | +42.1% | +44.6% | +56.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling