+93.9%
QQQ vs FND
-62.8%
+156.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | -1.3% | -5.1% | +3.8% | 0.0% |
| 30D | -1.4% | -22.5% | +21.2% | +5.1% |
| 3M | +2.3% | -5.0% | +7.3% | +2.5% |
| 6M | +16.9% | -21.5% | +38.4% | +22.4% |
| YTD | +15.6% | -23.0% | +38.7% | +20.8% |
| 1Y | +22.6% | -44.9% | +67.5% | +40.0% |
| 3Y | +93.5% | -50.0% | +143.5% | +113.6% |
| 5Y | +93.9% | -63.3% | +157.2% | +120.4% |
| All | +93.9% | -62.8% | +156.7% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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