+14.1%
QQQI vs FRMI
-78.1%
+92.3%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.2% | +0.8% |
| 7D | -0.3% | +7.4% | -7.8% | -0.7% |
| 30D | -0.3% | -27.6% | +27.3% | +0.9% |
| 3M | +1.3% | -20.9% | +22.2% | +1.7% |
| 6M | +11.5% | -36.6% | +48.1% | +12.0% |
| YTD | +11.3% | -31.3% | +42.5% | +11.3% |
| All | +14.1% | -78.1% | +92.3% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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