+12.3%
QQQ vs FN
-25.7%
+38.0%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.0% | +6.9% | +1.9% |
| 7D | -4.6% | -7.0% | +2.3% | -3.8% |
| 30D | -8.5% | -24.7% | +16.2% | -5.0% |
| 3M | -4.3% | -35.7% | +31.4% | +0.9% |
| 6M | +3.1% | -52.4% | +55.5% | +12.2% |
| YTD | +13.0% | -25.0% | +38.0% | +13.1% |
| 1Y | +12.3% | -25.7% | +37.9% | +11.6% |
| All | +12.3% | -25.7% | +38.0% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling