+58.2%
QQQI vs FFIV
+107.5%
-49.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.1% | -1.3% |
| 7D | +0.8% | +3.5% | -2.6% | -0.1% |
| 30D | +0.2% | -1.3% | +1.5% | +0.4% |
| 3M | +2.3% | +2.4% | 0.0% | +1.4% |
| 6M | +11.6% | +41.8% | -30.2% | +0.4% |
| YTD | +11.3% | +58.5% | -47.2% | -3.5% |
| 1Y | +17.4% | +24.3% | -6.9% | +9.5% |
| All | +58.2% | +107.5% | -49.3% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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