+18.7%
QQQI vs FIVE
+66.7%
-48.0%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.4% |
| 7D | +0.4% | +4.3% | -3.9% | -0.1% |
| 30D | +1.0% | +12.5% | -11.5% | -0.6% |
| 3M | -1.2% | +31.2% | -32.4% | -4.7% |
| 6M | +11.6% | +14.4% | -2.8% | +9.2% |
| YTD | +11.7% | +33.9% | -22.2% | +6.2% |
| 1Y | +18.7% | +65.1% | -46.4% | +8.1% |
| All | +18.7% | +66.7% | -48.0% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 1y: compounded portfolio wealth divided by compounded FIVE 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…
1y analysis · Full analysis span regression · 6 months rolling