+2,448.5%
TQQQ vs FIVE
+504.2%
+1,944.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.5% |
| 7D | +10.4% | +2.7% | +7.7% | +8.6% |
| 30D | -22.2% | +12.7% | -34.8% | -27.9% |
| 3M | -25.1% | +2.1% | -27.1% | -27.0% |
| 6M | -25.0% | +17.5% | -42.5% | -34.9% |
| YTD | +10.1% | +31.0% | -20.9% | -12.5% |
| 1Y | +11.0% | +67.7% | -56.7% | -26.0% |
| 3Y | +195.0% | +43.4% | +151.6% | +85.9% |
| 5Y | +46.6% | +18.1% | +28.5% | +10.5% |
| All | +2,448.5% | +504.2% | +1,944.3% | +883.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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