+58.2%
QQQI vs FHN
+79.6%
-21.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.3% | -1.2% | +0.9% | 0.0% |
| 30D | -0.3% | -4.8% | +4.5% | +0.9% |
| 3M | +1.3% | -0.7% | +2.1% | +1.4% |
| 6M | +11.5% | +10.6% | +0.9% | +8.2% |
| YTD | +11.3% | +4.6% | +6.7% | +9.4% |
| 1Y | +16.9% | +11.4% | +5.5% | +12.6% |
| All | +58.2% | +79.6% | -21.4% | +40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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