+1,097.1%
QQQ vs FIVE
+862.5%
+234.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +2.5% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | -7.5% | +17.4% | -24.9% | -10.5% |
| 3M | -3.8% | +7.0% | -10.9% | -5.5% |
| 6M | -3.0% | +20.5% | -23.5% | -7.5% |
| YTD | +12.8% | +33.1% | -20.4% | +4.9% |
| 1Y | +11.6% | +67.1% | -55.5% | -1.1% |
| 3Y | +85.6% | +41.9% | +43.7% | +60.5% |
| 5Y | +82.1% | +21.1% | +61.1% | +58.4% |
| 10Y | +538.0% | +518.8% | +19.2% | +309.3% |
| All | +1,097.1% | +862.5% | +234.6% | +606.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling