+94.6%
QQQM vs F
+47.4%
+47.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.3% | -1.9% |
| 7D | -1.3% | -3.7% | +2.4% | -0.3% |
| 30D | -1.4% | -0.7% | -0.6% | -1.4% |
| 3M | +2.2% | -1.9% | +4.1% | +2.3% |
| 6M | +16.9% | +16.1% | +0.8% | +10.7% |
| YTD | +15.7% | +9.5% | +6.2% | +11.1% |
| 1Y | +22.7% | +27.2% | -4.5% | +12.1% |
| 3Y | +93.9% | +36.3% | +57.6% | +66.9% |
| 5Y | +94.6% | +49.3% | +45.3% | +65.1% |
| All | +94.6% | +47.4% | +47.1% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling