+152.5%
QQQM vs FTI
+1,425.3%
-1,272.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.2% |
| 7D | +1.0% | -2.3% | +3.3% | +1.3% |
| 30D | -0.6% | +5.0% | -5.7% | -1.2% |
| 3M | +1.3% | +13.8% | -12.5% | -0.4% |
| 6M | +18.2% | +22.9% | -4.7% | +15.0% |
| YTD | +16.9% | +75.0% | -58.1% | +9.1% |
| 1Y | +24.0% | +96.9% | -72.8% | +13.9% |
| 3Y | +96.0% | +276.7% | -180.7% | +67.5% |
| 5Y | +95.2% | +1,157.0% | -1,061.8% | +53.7% |
| All | +152.5% | +1,425.3% | -1,272.8% | +100.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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