+605.1%
QQQ vs USFD
+329.0%
+276.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +0.4% | -3.0% | +3.4% | +1.0% |
| 30D | +0.2% | +3.5% | -3.3% | -0.7% |
| 3M | -2.8% | +26.6% | -29.4% | -8.4% |
| 6M | +18.0% | +11.7% | +6.3% | +14.4% |
| YTD | +17.3% | +38.1% | -20.8% | +7.5% |
| 1Y | +25.6% | +33.4% | -7.8% | +15.9% |
| 3Y | +93.7% | +155.8% | -62.1% | +53.1% |
| 5Y | +94.2% | +214.0% | -119.9% | +45.4% |
| 10Y | +557.9% | +320.4% | +237.5% | +355.4% |
| All | +605.1% | +329.0% | +276.1% | +385.0% |
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