+7.8%
QQQ vs FN
-33.3%
+41.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.7% | -10.3% | -0.4% |
| 7D | -5.0% | 0.0% | -4.9% | -5.3% |
| 30D | -13.4% | -34.3% | +20.9% | -8.4% |
| 3M | -8.1% | -39.9% | +31.8% | -2.2% |
| 6M | -5.5% | -51.8% | +46.3% | +2.7% |
| YTD | +7.2% | -28.1% | +35.3% | +7.9% |
| 1Y | +7.8% | -29.1% | +36.8% | +7.9% |
| All | +7.8% | -33.3% | +41.1% | +7.9% |
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