+58.6%
QQQI vs FICO
-23.3%
+81.9%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.3% | -15.4% | +16.8% | +2.6% |
| 30D | +0.2% | -10.4% | +10.6% | +0.9% |
| 3M | +1.5% | -22.7% | +24.2% | +2.9% |
| 6M | +13.2% | -36.8% | +50.0% | +17.6% |
| YTD | +11.6% | -44.8% | +56.4% | +18.3% |
| 1Y | +18.0% | -39.3% | +57.3% | +22.0% |
| All | +58.6% | -23.3% | +81.9% | +52.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling