+53.7%
QQQI vs FICO
-40.1%
+93.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.0% |
| 7D | -0.1% | +4.0% | -4.1% | -0.3% |
| 30D | -6.5% | -1.5% | -5.0% | -6.5% |
| 3M | -2.5% | -29.8% | +27.3% | -0.6% |
| 6M | -1.8% | -33.3% | +31.4% | -0.6% |
| YTD | +8.1% | -56.9% | +65.0% | +16.2% |
| 1Y | +8.2% | -59.5% | +67.7% | +17.4% |
| All | +53.7% | -40.1% | +93.8% | +50.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling