+95.2%
QQQM vs FIVE
+35.6%
+59.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +0.3% |
| 7D | +1.0% | +1.7% | -0.7% | +0.6% |
| 30D | -0.6% | +5.0% | -5.6% | -1.9% |
| 3M | +1.3% | +29.5% | -28.2% | -4.7% |
| 6M | +18.2% | +12.4% | +5.8% | +13.8% |
| YTD | +16.9% | +31.2% | -14.3% | +8.5% |
| 1Y | +24.0% | +72.9% | -48.8% | +7.6% |
| 3Y | +96.0% | +53.0% | +43.0% | +65.5% |
| 5Y | +95.2% | +34.2% | +61.0% | +65.3% |
| All | +95.2% | +35.6% | +59.6% | +65.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling