+94.2%
QQQM vs F
+36.8%
+57.5%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.2% | +4.1% | +0.7% |
| 7D | +1.5% | +1.2% | +0.3% | +1.2% |
| 30D | -0.7% | +1.2% | -1.9% | -1.0% |
| 3M | +0.4% | -5.7% | +6.1% | +1.3% |
| 6M | +20.1% | +17.9% | +2.1% | +15.2% |
| YTD | +17.2% | +10.4% | +6.8% | +13.8% |
| 1Y | +24.7% | +25.3% | -0.6% | +17.5% |
| All | +94.2% | +36.8% | +57.5% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 3y: compounded portfolio wealth divided by compounded F 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…
3y analysis · Full analysis span regression · 6 months rolling