+94.4%
QQQ vs FIVE
+38.7%
+55.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.2% |
| 7D | +1.5% | +3.7% | -2.2% | +0.7% |
| 30D | -0.6% | +4.0% | -4.6% | -1.7% |
| 3M | +0.4% | +36.2% | -35.8% | -6.7% |
| 6M | +20.1% | +18.0% | +2.0% | +14.4% |
| YTD | +17.2% | +34.9% | -17.7% | +8.1% |
| 1Y | +24.7% | +67.9% | -43.2% | +8.8% |
| 3Y | +96.2% | +57.3% | +38.9% | +64.4% |
| 5Y | +94.4% | +39.5% | +54.9% | +63.1% |
| All | +94.4% | +38.7% | +55.7% | +63.1% |
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