+140.0%
QQQM vs FE
+96.2%
+43.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 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% | +10.4% |
| 3Y | +83.6% | +51.4% | +32.2% | +63.2% |
| 5Y | +78.1% | +47.7% | +30.4% | +59.5% |
| All | +140.0% | +96.2% | +43.8% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling