+1,901.2%
QQQ vs FTI
+2,117.5%
-216.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.4% |
| 7D | +1.5% | -0.2% | +1.7% | +1.6% |
| 30D | -0.6% | +12.3% | -13.0% | -3.4% |
| 3M | +0.4% | +13.8% | -13.3% | -2.9% |
| 6M | +20.1% | +24.3% | -4.2% | +13.4% |
| YTD | +17.2% | +75.8% | -58.6% | +2.0% |
| 1Y | +24.7% | +99.6% | -74.9% | +5.0% |
| 3Y | +96.2% | +278.4% | -182.2% | +39.3% |
| 5Y | +94.4% | +1,168.7% | -1,074.3% | -1.5% |
| 10Y | +556.7% | +297.5% | +259.2% | +281.5% |
| All | +1,901.2% | +2,117.5% | -216.3% | +407.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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