+1,722.8%
QQQ vs FN
+3,620.5%
-1,897.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | -0.4% |
| 7D | +0.4% | -1.7% | +2.0% | +0.7% |
| 30D | +0.2% | -22.0% | +22.2% | +4.3% |
| 3M | -2.8% | -43.0% | +40.2% | +6.4% |
| 6M | +18.0% | -27.7% | +45.7% | +21.6% |
| YTD | +17.3% | -10.5% | +27.8% | +15.0% |
| 1Y | +25.6% | +12.5% | +13.1% | +16.9% |
| 3Y | +93.7% | +153.8% | -60.1% | +47.0% |
| 5Y | +94.2% | +288.0% | -193.8% | +32.7% |
| 10Y | +557.9% | +906.4% | -348.6% | +272.6% |
| All | +1,722.8% | +3,620.5% | -1,897.8% | +762.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling