+152.0%
QQQM vs FDX
+58.1%
+93.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.6% | -3.3% | +2.7% | +0.4% |
| 30D | -1.2% | -4.5% | +3.3% | +0.1% |
| 3M | -0.1% | -7.3% | +7.3% | +2.0% |
| 6M | +18.0% | +7.5% | +10.4% | +14.6% |
| YTD | +16.7% | +35.1% | -18.4% | +5.5% |
| 1Y | +23.0% | +71.4% | -48.4% | +3.1% |
| 3Y | +93.3% | +60.8% | +32.5% | +59.1% |
| 5Y | +96.3% | +65.5% | +30.8% | +53.0% |
| All | +152.0% | +58.1% | +93.9% | +94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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