+153.2%
QQQM vs FE
+92.0%
+61.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.5% | +0.6% | +0.9% | +1.4% |
| 30D | -0.7% | -2.1% | +1.5% | -0.3% |
| 3M | +0.4% | +2.6% | -2.2% | -0.2% |
| 6M | +20.1% | -6.8% | +26.8% | +21.5% |
| YTD | +17.2% | +6.9% | +10.4% | +15.2% |
| 1Y | +24.7% | +11.6% | +13.2% | +21.4% |
| 3Y | +96.6% | +47.7% | +48.9% | +75.5% |
| 5Y | +95.0% | +46.2% | +48.8% | +74.8% |
| All | +153.2% | +92.0% | +61.2% | +117.8% |
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