+1,232.1%
QQQ vs FLR
+609.6%
+622.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +1.5% | +0.7% | +0.9% | +1.4% |
| 30D | -0.6% | -0.7% | 0.0% | -0.7% |
| 3M | +0.4% | +14.3% | -13.9% | -3.0% |
| 6M | +20.1% | +25.6% | -5.5% | +12.8% |
| YTD | +17.2% | +42.9% | -25.7% | +6.8% |
| 1Y | +24.7% | +38.7% | -14.0% | +13.9% |
| 3Y | +96.2% | +61.8% | +34.4% | +67.2% |
| 5Y | +94.4% | +254.1% | -159.7% | +35.6% |
| 10Y | +556.7% | +20.0% | +536.6% | +395.7% |
| All | +1,232.1% | +609.6% | +622.5% | +373.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling