+93.9%
QQQ vs FLR
+230.6%
-136.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.6% |
| 7D | -1.3% | -6.9% | +5.6% | +0.2% |
| 30D | -1.4% | +1.1% | -2.5% | -1.7% |
| 3M | +2.3% | +14.3% | -12.1% | -1.2% |
| 6M | +16.9% | +19.1% | -2.2% | +11.0% |
| YTD | +15.6% | +35.1% | -19.5% | +6.6% |
| 1Y | +22.6% | +29.5% | -6.8% | +13.6% |
| 3Y | +93.5% | +53.0% | +40.5% | +65.3% |
| 5Y | +93.9% | +238.9% | -145.0% | +41.8% |
| All | +93.9% | +230.6% | -136.6% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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