+94.6%
QQQM vs FFIV
+95.0%
-0.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.4% |
| 7D | -1.3% | +1.6% | -2.9% | -2.0% |
| 30D | -1.4% | -3.7% | +2.4% | +0.1% |
| 3M | +2.2% | +2.0% | +0.2% | +0.6% |
| 6M | +16.9% | +39.3% | -22.4% | -0.9% |
| YTD | +15.7% | +56.1% | -40.4% | -7.9% |
| 1Y | +22.7% | +22.0% | +0.7% | +9.3% |
| 3Y | +93.9% | +148.2% | -54.3% | +14.5% |
| 5Y | +94.6% | +96.3% | -1.8% | +27.0% |
| All | +94.6% | +95.0% | -0.5% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling