+58.8%
QQQI vs FN
+90.1%
-31.4%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -3.0% | -0.3% |
| 7D | +0.4% | -1.7% | +2.1% | +0.6% |
| 30D | +1.0% | -22.0% | +23.0% | +4.2% |
| 3M | -1.2% | -43.0% | +41.8% | +6.2% |
| 6M | +11.6% | -27.7% | +39.3% | +14.1% |
| YTD | +11.7% | -10.5% | +22.2% | +9.3% |
| 1Y | +18.7% | +12.5% | +6.2% | +10.9% |
| All | +58.8% | +90.1% | -31.4% | +29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 all: compounded portfolio wealth divided by compounded FN 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…
all analysis · Full analysis span regression · 6 months rolling