+153.5%
QQQM vs FIVE
+89.0%
+64.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.1% | -4.9% | -0.9% |
| 7D | +0.4% | +4.3% | -3.9% | -0.6% |
| 30D | +0.2% | +12.5% | -12.3% | -2.5% |
| 3M | -2.8% | +31.2% | -34.0% | -8.8% |
| 6M | +18.1% | +14.4% | +3.7% | +13.4% |
| YTD | +17.4% | +33.9% | -16.5% | +8.6% |
| 1Y | +25.7% | +65.1% | -39.4% | +10.5% |
| 3Y | +94.1% | +49.0% | +45.2% | +65.7% |
| 5Y | +94.9% | +30.3% | +64.6% | +63.9% |
| All | +153.5% | +89.0% | +64.5% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling