+78.1%
QQQM vs FE
+47.0%
+31.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.4% |
| 7D | +3.6% | +1.2% | +2.4% | +3.4% |
| 30D | -6.7% | +4.5% | -11.3% | -7.4% |
| 3M | -7.0% | +1.3% | -8.4% | -7.3% |
| 6M | -4.6% | +8.7% | -13.3% | -6.3% |
| YTD | +11.1% | +9.2% | +1.9% | +8.7% |
| 1Y | +12.3% | +7.0% | +5.3% | +10.3% |
| 3Y | +83.6% | +51.4% | +32.2% | +60.7% |
| All | +78.1% | +47.0% | +31.1% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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