+77.1%
QQQ vs FIVE
+19.1%
+57.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +2.3% |
| 7D | -0.3% | +6.2% | -6.4% | -1.6% |
| 30D | -9.6% | +18.2% | -27.7% | -12.9% |
| 3M | -5.9% | +3.8% | -9.8% | -7.1% |
| 6M | -4.3% | +13.7% | -18.0% | -7.9% |
| YTD | +11.0% | +34.7% | -23.8% | +2.2% |
| 1Y | +11.9% | +66.6% | -54.7% | -2.0% |
| 3Y | +86.7% | +44.3% | +42.4% | +61.5% |
| 5Y | +77.1% | +18.8% | +58.3% | +56.7% |
| All | +77.1% | +19.1% | +57.9% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling