+152.5%
QQQM vs FLEX
+1,117.6%
-965.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.1% |
| 7D | +1.0% | +6.4% | -5.3% | -0.8% |
| 30D | -0.6% | -5.9% | +5.2% | +0.8% |
| 3M | +1.3% | -23.5% | +24.8% | +7.9% |
| 6M | +18.2% | +83.7% | -65.5% | -7.8% |
| YTD | +16.9% | +86.5% | -69.6% | -10.0% |
| 1Y | +24.0% | +100.5% | -76.5% | -7.8% |
| 3Y | +96.0% | +469.8% | -373.8% | -4.9% |
| 5Y | +95.2% | +725.7% | -630.5% | -20.6% |
| All | +152.5% | +1,117.6% | -965.1% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling