+138.2%
QQQM vs FN
+436.1%
-298.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.8% | +4.2% | +0.4% |
| 7D | -1.5% | -4.1% | +2.5% | -1.1% |
| 30D | -10.2% | -28.3% | +18.1% | -4.6% |
| 3M | -6.3% | -33.9% | +27.6% | +0.2% |
| 6M | -4.9% | -43.9% | +39.0% | +3.7% |
| YTD | +10.3% | -23.4% | +33.7% | +9.2% |
| 1Y | +8.8% | -25.4% | +34.2% | +7.8% |
| 3Y | +81.8% | +107.9% | -26.1% | +29.2% |
| 5Y | +79.1% | +195.1% | -116.0% | +7.1% |
| All | +138.2% | +436.1% | -298.0% | +11.4% |
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