+832.4%
QQQ vs USFR
+27.6%
+804.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.0% | +0.1% | +0.9% | +1.0% |
| 30D | -0.6% | +0.3% | -0.9% | -0.7% |
| 3M | +1.3% | +1.0% | +0.3% | +1.0% |
| 6M | +18.1% | +1.9% | +16.2% | +17.3% |
| YTD | +16.9% | +2.7% | +14.2% | +15.8% |
| 1Y | +24.0% | +4.0% | +20.0% | +22.3% |
| 3Y | +95.6% | +14.0% | +81.6% | +86.5% |
| 5Y | +94.5% | +20.4% | +74.1% | +81.8% |
| 10Y | +571.7% | +28.0% | +543.7% | +514.7% |
| All | +832.4% | +27.6% | +804.8% | +754.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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