+534.7%
QQQ vs USFD
+359.9%
+174.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.2% |
| 7D | +3.6% | +1.7% | +2.0% | +3.2% |
| 30D | -6.7% | +10.2% | -16.9% | -8.9% |
| 3M | -7.0% | -1.5% | -5.5% | -6.9% |
| 6M | -4.7% | +27.3% | -32.0% | -10.5% |
| YTD | +11.1% | +44.0% | -32.9% | +0.6% |
| 1Y | +12.3% | +50.4% | -38.1% | +0.5% |
| 3Y | +83.3% | +153.6% | -70.3% | +44.8% |
| 5Y | +77.5% | +219.0% | -141.5% | +32.0% |
| All | +534.7% | +359.9% | +174.8% | +332.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling