+1,145.4%
QQQ vs FIVE
+868.1%
+277.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.9% |
| 7D | +0.4% | +4.3% | -3.9% | -0.5% |
| 30D | +0.2% | +12.5% | -12.3% | -2.4% |
| 3M | -2.8% | +31.2% | -34.1% | -8.5% |
| 6M | +18.0% | +14.4% | +3.6% | +13.6% |
| YTD | +17.3% | +33.9% | -16.6% | +9.2% |
| 1Y | +25.6% | +65.1% | -39.5% | +11.5% |
| 3Y | +93.7% | +49.0% | +44.8% | +66.0% |
| 5Y | +94.2% | +30.3% | +63.9% | +66.5% |
| 10Y | +557.9% | +481.1% | +76.7% | +325.4% |
| All | +1,145.4% | +868.1% | +277.2% | +635.9% |
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