+69.8%
QQQ vs FN
+170.4%
-100.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +11.7% | -10.3% | -1.1% |
| 7D | -5.0% | 0.0% | -4.9% | -5.5% |
| 30D | -13.4% | -34.3% | +20.9% | -6.3% |
| 3M | -8.1% | -39.9% | +31.8% | +0.3% |
| 6M | -5.5% | -51.8% | +46.3% | +6.5% |
| YTD | +7.2% | -28.1% | +35.3% | +7.6% |
| 1Y | +7.8% | -29.1% | +36.8% | +7.8% |
| 3Y | +80.7% | +102.4% | -21.7% | +27.9% |
| All | +69.8% | +170.4% | -100.5% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling