+143.6%
QQQM vs FICO
+63.7%
+79.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | -0.2% | +4.0% | -4.2% | -1.0% |
| 30D | -7.5% | -1.5% | -6.0% | -7.6% |
| 3M | -3.8% | -29.8% | +26.0% | +1.2% |
| 6M | -3.0% | -33.3% | +30.2% | +1.2% |
| YTD | +12.8% | -56.9% | +69.7% | +31.1% |
| 1Y | +11.6% | -59.5% | +71.1% | +31.9% |
| 3Y | +85.9% | -26.9% | +112.8% | +68.6% |
| 5Y | +82.7% | +92.9% | -10.2% | +11.3% |
| All | +143.6% | +63.7% | +79.9% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling