+2,312.6%
TQQQ vs FN
+772.0%
+1,540.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.8% | +3.0% | +1.4% |
| 7D | -6.6% | -4.1% | -2.5% | -3.9% |
| 30D | -30.4% | -28.3% | -2.1% | -14.0% |
| 3M | -23.2% | -33.9% | +10.7% | -3.2% |
| 6M | -25.5% | -43.9% | +18.4% | +1.5% |
| YTD | +7.9% | -23.4% | +31.4% | +8.5% |
| 1Y | +1.1% | -25.4% | +26.5% | +2.4% |
| 3Y | +186.6% | +107.9% | +78.7% | +16.3% |
| 5Y | +49.5% | +195.1% | -145.5% | -55.8% |
| 10Y | +2,312.6% | +794.1% | +1,518.5% | +258.2% |
| All | +2,312.6% | +772.0% | +1,540.6% | +258.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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