+152.5%
QQQM vs FITB
+187.1%
-34.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +1.0% | -0.4% | +1.4% | +1.1% |
| 30D | -0.6% | -5.1% | +4.5% | +0.7% |
| 3M | +1.3% | +3.5% | -2.2% | +0.2% |
| 6M | +18.2% | +17.2% | +1.0% | +12.8% |
| YTD | +16.9% | +17.6% | -0.7% | +11.1% |
| 1Y | +24.0% | +23.4% | +0.7% | +16.1% |
| 3Y | +96.0% | +129.7% | -33.7% | +54.4% |
| 5Y | +95.2% | +68.4% | +26.8% | +67.7% |
| All | +152.5% | +187.1% | -34.5% | +118.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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