+23.0%
QQQM vs FTNT
+95.0%
-71.9%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.2% |
| 7D | -0.6% | -0.1% | -0.4% | -0.6% |
| 30D | -1.2% | -3.0% | +1.8% | -0.9% |
| 3M | -0.1% | +7.6% | -7.7% | -1.5% |
| 6M | +18.0% | +87.0% | -69.0% | +6.1% |
| YTD | +16.7% | +96.5% | -79.8% | +3.1% |
| 1Y | +23.0% | +92.9% | -69.9% | +9.9% |
| All | +23.0% | +95.0% | -71.9% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT 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 FTNT 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