+20.6%
QQQ vs FPS
+24.3%
-3.7%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.1% | -0.6% |
| 7D | +1.5% | +10.4% | -8.9% | -0.1% |
| 30D | -0.6% | -16.5% | +15.9% | +2.2% |
| 3M | +0.4% | -45.5% | +46.0% | +9.2% |
| 6M | +20.1% | +2.1% | +18.0% | +19.3% |
| All | +20.6% | +24.3% | -3.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 3y: compounded portfolio wealth divided by compounded FPS 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…
3y analysis · Full analysis span regression · 6 months rolling