+152.5%
QQQM vs FICO
+120.8%
+31.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.3% | -5.6% | -1.5% |
| 7D | +1.0% | -10.6% | +11.6% | +3.1% |
| 30D | -0.6% | -6.3% | +5.7% | +0.2% |
| 3M | +1.3% | -19.7% | +21.0% | +4.4% |
| 6M | +18.2% | -31.8% | +50.0% | +25.7% |
| YTD | +16.9% | -41.8% | +58.8% | +29.8% |
| 1Y | +24.0% | -36.4% | +60.5% | +32.0% |
| 3Y | +96.0% | +9.3% | +86.8% | +62.9% |
| 5Y | +95.2% | +113.0% | -17.8% | +22.5% |
| All | +152.5% | +120.8% | +31.7% | +52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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