+462.8%
QQQ vs FND
+58.4%
+404.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.0% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | -0.6% | -23.6% | +22.9% | +5.7% |
| 3M | +0.4% | +4.3% | -3.9% | -1.6% |
| 6M | +20.1% | -20.3% | +40.3% | +24.8% |
| YTD | +17.2% | -21.3% | +38.5% | +21.5% |
| 1Y | +24.7% | -45.4% | +70.1% | +40.7% |
| 3Y | +96.2% | -48.9% | +145.0% | +115.6% |
| 5Y | +94.4% | -61.0% | +155.4% | +118.3% |
| All | +462.8% | +58.4% | +404.4% | +364.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling