+93.3%
QQQM vs FLEX
+481.3%
-388.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | -0.8% |
| 7D | -0.6% | +5.7% | -6.3% | -1.9% |
| 30D | -1.2% | -7.0% | +5.8% | +0.2% |
| 3M | -0.1% | -23.8% | +23.7% | +5.2% |
| 6M | +18.0% | +82.6% | -64.7% | -3.2% |
| YTD | +16.7% | +91.6% | -74.9% | -6.3% |
| 1Y | +23.0% | +100.6% | -77.5% | -3.3% |
| 3Y | +93.3% | +479.8% | -386.4% | +19.5% |
| All | +93.3% | +481.3% | -388.0% | +19.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling