+517.9%
QQQ vs FN
+837.6%
-319.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.9% | -8.3% | +0.8% |
| 7D | -0.3% | +16.3% | -16.5% | -4.2% |
| 30D | -9.6% | -24.7% | +15.2% | -4.6% |
| 3M | -5.9% | -34.9% | +29.0% | +1.5% |
| 6M | -4.3% | -41.1% | +36.8% | +3.9% |
| YTD | +11.0% | -19.6% | +30.6% | +8.8% |
| 1Y | +11.9% | -18.5% | +30.5% | +8.6% |
| 3Y | +86.7% | +119.1% | -32.4% | +30.7% |
| 5Y | +77.1% | +206.9% | -129.9% | +8.3% |
| 10Y | +517.9% | +826.4% | -308.5% | +180.8% |
| All | +517.9% | +837.6% | -319.7% | +180.8% |
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