+56.8%
QQQI vs FSLY
+6.8%
+50.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -1.0% | +7.5% | -8.6% | -1.4% |
| 30D | -0.6% | -21.1% | +20.5% | +0.4% |
| 3M | +3.4% | +21.8% | -18.4% | +2.1% |
| 6M | +10.6% | -0.1% | +10.8% | +8.8% |
| YTD | +10.3% | +123.1% | -112.8% | +3.6% |
| 1Y | +16.3% | +208.6% | -192.2% | +5.6% |
| All | +56.8% | +6.8% | +50.0% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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