+3,054.7%
TQQQ vs FICO
+647.8%
+2,406.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.3% | -6.2% | -5.7% |
| 7D | +2.8% | -10.6% | +13.4% | +10.7% |
| 30D | -3.0% | -6.3% | +3.3% | -1.0% |
| 3M | -2.7% | -19.7% | +17.0% | +4.5% |
| 6M | +45.4% | -31.8% | +77.2% | +69.9% |
| YTD | +36.3% | -41.8% | +78.1% | +84.1% |
| 1Y | +53.4% | -36.4% | +89.8% | +72.7% |
| 3Y | +265.6% | +9.3% | +256.3% | +86.1% |
| 5Y | +101.7% | +113.0% | -11.3% | -55.5% |
| 10Y | +3,054.7% | +665.4% | +2,389.2% | +49.9% |
| All | +3,054.7% | +647.8% | +2,406.9% | +49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling