+93.7%
QQQM vs FIVE
+52.3%
+41.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.1% |
| 7D | +1.0% | +1.7% | -0.7% | +0.7% |
| 30D | -0.6% | +5.0% | -5.6% | -1.5% |
| 3M | +1.3% | +29.5% | -28.2% | -2.7% |
| 6M | +18.2% | +12.4% | +5.8% | +15.4% |
| YTD | +16.9% | +31.2% | -14.3% | +11.4% |
| 1Y | +24.0% | +72.9% | -48.8% | +13.2% |
| All | +93.7% | +52.3% | +41.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling