+153.5%
QQQM vs F
+154.9%
-1.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.3% | -0.2% |
| 7D | +0.4% | +5.3% | -5.0% | -0.9% |
| 30D | +0.2% | +4.6% | -4.3% | -0.9% |
| 3M | -2.8% | -3.7% | +0.9% | -2.1% |
| 6M | +18.1% | +16.8% | +1.3% | +12.6% |
| YTD | +17.4% | +15.3% | +2.1% | +12.0% |
| 1Y | +25.7% | +31.0% | -5.3% | +15.6% |
| 3Y | +94.1% | +45.4% | +48.7% | +68.4% |
| 5Y | +94.9% | +54.7% | +40.2% | +68.7% |
| All | +153.5% | +154.9% | -1.5% | +104.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling