+153.2%
QQQM vs FDS
-6.7%
+159.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.3% | +4.2% | +0.9% |
| 7D | +1.5% | -5.4% | +6.9% | +2.8% |
| 30D | -0.7% | +1.6% | -2.2% | -1.2% |
| 3M | +0.4% | +17.7% | -17.3% | -4.7% |
| 6M | +20.1% | +29.1% | -9.0% | +9.4% |
| YTD | +17.2% | +1.0% | +16.3% | +16.4% |
| 1Y | +24.7% | -21.6% | +46.4% | +37.0% |
| 3Y | +96.6% | -30.1% | +126.7% | +123.3% |
| 5Y | +95.0% | -20.7% | +115.8% | +109.0% |
| All | +153.2% | -6.7% | +159.9% | +154.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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