+101.7%
TQQQ vs FIVE
+35.6%
+66.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.9% |
| 7D | +2.8% | +1.7% | +1.1% | +1.5% |
| 30D | -3.0% | +5.0% | -8.0% | -6.9% |
| 3M | -2.7% | +29.5% | -32.2% | -19.4% |
| 6M | +45.4% | +12.4% | +33.0% | +29.5% |
| YTD | +36.3% | +31.2% | +5.1% | +9.0% |
| 1Y | +53.4% | +72.9% | -19.5% | +1.0% |
| 3Y | +265.6% | +53.0% | +212.6% | +122.8% |
| 5Y | +101.7% | +34.2% | +67.5% | +44.4% |
| All | +101.7% | +35.6% | +66.1% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling