+577.8%
QQQ vs USFD
+352.6%
+225.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -0.2% | -0.2% | -0.1% | -0.1% |
| 30D | -7.5% | +12.3% | -19.8% | -10.0% |
| 3M | -3.8% | -0.7% | -3.1% | -3.9% |
| 6M | -3.0% | +31.3% | -34.3% | -9.5% |
| YTD | +12.8% | +45.7% | -32.9% | +1.9% |
| 1Y | +11.6% | +52.1% | -40.5% | -0.3% |
| 3Y | +85.6% | +158.2% | -72.7% | +46.1% |
| 5Y | +82.1% | +213.8% | -131.6% | +35.9% |
| 10Y | +538.0% | +367.0% | +170.9% | +334.7% |
| All | +577.8% | +352.6% | +225.2% | +359.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling