+58.2%
QQQI vs FGI
+2.7%
+55.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.2% |
| 7D | +0.8% | +14.7% | -13.9% | +0.8% |
| 30D | +0.2% | +67.0% | -66.8% | -0.3% |
| 3M | +2.3% | +31.0% | -28.7% | +1.9% |
| 6M | +11.6% | +126.8% | -115.2% | +10.6% |
| YTD | +11.3% | +35.6% | -24.3% | +10.5% |
| 1Y | +17.4% | +108.9% | -91.5% | +16.9% |
| All | +58.2% | +2.7% | +55.6% | +60.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling