+152.5%
QQQM vs FN
+543.4%
-390.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.7% | -0.4% |
| 7D | +1.0% | +5.8% | -4.8% | -0.2% |
| 30D | -0.6% | -20.6% | +20.0% | +3.6% |
| 3M | +1.3% | -28.6% | +29.9% | +7.1% |
| 6M | +18.2% | -20.7% | +38.9% | +19.6% |
| YTD | +16.9% | -8.1% | +25.0% | +12.8% |
| 1Y | +24.0% | +13.3% | +10.7% | +12.7% |
| 3Y | +96.0% | +175.7% | -79.7% | +31.9% |
| 5Y | +95.2% | +297.4% | -202.2% | +10.7% |
| All | +152.5% | +543.4% | -390.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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