+542.4%
QQQ vs FN
+763.2%
-220.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | +0.6% |
| 7D | +6.4% | +20.8% | -14.4% | +1.6% |
| 30D | -7.5% | -17.3% | +9.8% | -4.4% |
| 3M | -4.8% | -38.1% | +33.3% | +4.0% |
| 6M | -2.5% | -44.2% | +41.7% | +7.2% |
| YTD | +12.4% | -22.3% | +34.7% | +10.9% |
| 1Y | +11.3% | -20.9% | +32.3% | +8.7% |
| 3Y | +85.0% | +111.1% | -26.1% | +30.5% |
| 5Y | +79.6% | +191.8% | -112.2% | +11.1% |
| All | +542.4% | +763.2% | -220.8% | +196.4% |
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