+53.3%
QQQI vs FICO
-41.0%
+94.3%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.2% |
| 7D | +5.6% | +1.4% | +4.2% | +5.6% |
| 30D | -6.5% | -0.8% | -5.7% | -6.6% |
| 3M | -3.4% | -31.3% | +27.9% | -1.3% |
| 6M | -1.6% | -33.9% | +32.3% | -0.4% |
| YTD | +7.8% | -57.6% | +65.4% | +16.0% |
| 1Y | +8.1% | -59.7% | +67.7% | +17.1% |
| All | +53.3% | -41.0% | +94.3% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling