+153.5%
QQQM vs FN
+526.7%
-373.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.5% |
| 7D | +0.4% | -1.7% | +2.0% | +0.7% |
| 30D | +0.2% | -22.0% | +22.2% | +4.8% |
| 3M | -2.8% | -43.0% | +40.2% | +7.7% |
| 6M | +18.1% | -27.7% | +45.8% | +21.8% |
| YTD | +17.4% | -10.5% | +27.9% | +13.9% |
| 1Y | +25.7% | +12.5% | +13.2% | +14.3% |
| 3Y | +94.1% | +153.8% | -59.7% | +33.3% |
| 5Y | +94.9% | +288.0% | -193.1% | +11.0% |
| All | +153.5% | +526.7% | -373.2% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling