+58.2%
QQQI vs USFR
+12.4%
+45.8%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +1.0% |
| 7D | -0.3% | +0.1% | -0.5% | -0.1% |
| 30D | -0.3% | +0.4% | -0.6% | +0.4% |
| 3M | +1.3% | +1.0% | +0.3% | +3.1% |
| 6M | +11.5% | +2.0% | +9.5% | +13.0% |
| YTD | +11.3% | +2.8% | +8.5% | +11.2% |
| 1Y | +16.9% | +4.1% | +12.8% | +14.0% |
| All | +58.2% | +12.4% | +45.8% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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