+95.0%
QQQM vs FICO
+102.0%
-6.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +1.5% | -15.4% | +16.9% | +4.7% |
| 30D | -0.7% | -10.4% | +9.7% | +1.0% |
| 3M | +0.4% | -22.7% | +23.1% | +4.1% |
| 6M | +20.1% | -36.8% | +56.8% | +29.6% |
| YTD | +17.2% | -44.8% | +62.0% | +31.0% |
| 1Y | +24.7% | -39.3% | +64.1% | +33.5% |
| 3Y | +96.6% | +3.7% | +92.8% | +65.0% |
| 5Y | +95.0% | +101.7% | -6.7% | +31.7% |
| All | +95.0% | +102.0% | -6.9% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling