+83.6%
QQQM vs FN
+96.4%
-12.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -7.3% | +6.1% | +0.1% |
| 7D | +3.6% | +0.3% | +3.3% | +3.4% |
| 30D | -6.7% | -16.5% | +9.8% | -4.3% |
| 3M | -7.0% | -42.1% | +35.1% | +1.1% |
| 6M | -4.6% | -52.9% | +48.3% | +6.3% |
| YTD | +11.1% | -28.0% | +39.1% | +11.4% |
| 1Y | +12.3% | -18.5% | +30.8% | +9.2% |
| 3Y | +83.6% | +93.9% | -10.2% | +38.1% |
| All | +83.6% | +96.4% | -12.8% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling