+4.5%
QQQM vs FRMI
-94.4%
+99.0%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -15.9% | +9.6% | -5.3% |
| 7D | -9.4% | -46.5% | +37.1% | -5.8% |
| 30D | -14.7% | -63.8% | +49.2% | -9.4% |
| 3M | -9.6% | -75.3% | +65.7% | -2.2% |
| 6M | -4.7% | -69.0% | +64.3% | +0.7% |
| YTD | +5.9% | -80.9% | +86.8% | +13.9% |
| 1Y | +4.5% | -94.2% | +98.7% | +20.7% |
| All | +4.5% | -94.4% | +99.0% | +20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 1y: compounded portfolio wealth divided by compounded FRMI 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…
1y analysis · Full analysis span regression · 6 months rolling