+553.4%
QQQ vs FN
+899.8%
-346.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | -0.5% |
| 7D | +0.4% | -1.7% | +2.0% | +0.7% |
| 30D | +0.2% | -22.0% | +22.2% | +5.2% |
| 3M | -2.8% | -43.0% | +40.2% | +8.5% |
| 6M | +18.0% | -27.7% | +45.7% | +22.1% |
| YTD | +17.3% | -10.5% | +27.8% | +13.8% |
| 1Y | +25.6% | +12.5% | +13.1% | +13.9% |
| 3Y | +93.7% | +153.8% | -60.1% | +32.7% |
| 5Y | +94.2% | +288.0% | -193.8% | +13.6% |
| All | +553.4% | +899.8% | -346.4% | +194.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling