+56.8%
QQQI vs FIVE
+30.8%
+26.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | -1.0% | +0.6% | -1.6% | -1.1% |
| 30D | -0.6% | +3.0% | -3.6% | -1.0% |
| 3M | +3.4% | +23.2% | -19.8% | +0.6% |
| 6M | +10.6% | +9.2% | +1.5% | +8.8% |
| YTD | +10.3% | +28.1% | -17.8% | +6.3% |
| 1Y | +16.3% | +65.3% | -48.9% | +8.4% |
| All | +56.8% | +30.8% | +26.0% | +32.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling