+152.0%
QQQM vs FLEX
+1,151.1%
-999.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | -1.2% |
| 7D | -0.6% | +5.7% | -6.3% | -2.3% |
| 30D | -1.2% | -7.0% | +5.8% | +0.5% |
| 3M | -0.1% | -23.8% | +23.7% | +6.5% |
| 6M | +18.0% | +82.6% | -64.7% | -7.7% |
| YTD | +16.7% | +91.6% | -74.9% | -10.9% |
| 1Y | +23.0% | +100.6% | -77.5% | -8.4% |
| 3Y | +93.3% | +479.8% | -386.4% | -6.6% |
| 5Y | +96.3% | +746.5% | -650.2% | -20.8% |
| All | +152.0% | +1,151.1% | -999.1% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling