+152.0%
QQQM vs FFIV
+221.4%
-69.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.5% |
| 7D | -0.6% | +5.4% | -6.0% | -2.8% |
| 30D | -1.2% | -2.7% | +1.5% | -0.3% |
| 3M | -0.1% | +4.5% | -4.6% | -2.5% |
| 6M | +18.0% | +42.2% | -24.2% | +0.3% |
| YTD | +16.7% | +61.3% | -44.6% | -6.7% |
| 1Y | +23.0% | +23.0% | 0.0% | +10.2% |
| 3Y | +93.3% | +156.3% | -62.9% | +19.8% |
| 5Y | +96.3% | +102.9% | -6.6% | +30.9% |
| All | +152.0% | +221.4% | -69.4% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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