+152.0%
QQQM vs FLR
+403.7%
-251.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.7% |
| 7D | -0.6% | -3.5% | +2.9% | 0.0% |
| 30D | -1.2% | +4.2% | -5.4% | -1.9% |
| 3M | -0.1% | +8.1% | -8.2% | -1.8% |
| 6M | +18.0% | +21.5% | -3.6% | +13.2% |
| YTD | +16.7% | +36.8% | -20.1% | +9.7% |
| 1Y | +23.0% | +31.2% | -8.2% | +16.1% |
| 3Y | +93.3% | +53.9% | +39.4% | +74.2% |
| 5Y | +96.3% | +243.0% | -146.8% | +67.3% |
| All | +152.0% | +403.7% | -251.7% | +115.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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