+24.0%
QQQM vs FGI
+106.7%
-82.7%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -0.3% |
| 7D | +1.0% | +14.7% | -13.7% | +0.9% |
| 30D | -0.6% | +67.0% | -67.6% | -1.6% |
| 3M | +1.3% | +31.0% | -29.7% | +0.4% |
| 6M | +18.2% | +126.8% | -108.6% | +15.9% |
| YTD | +16.9% | +35.6% | -18.7% | +15.2% |
| All | +24.0% | +106.7% | -82.7% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling