+96.4%
QQQM vs FTNT
+151.3%
-54.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.4% |
| 7D | -0.6% | -0.1% | -0.4% | -0.5% |
| 30D | -1.2% | -3.0% | +1.8% | -0.7% |
| 3M | -0.1% | +7.6% | -7.7% | -2.6% |
| 6M | +18.0% | +87.0% | -69.0% | -2.3% |
| YTD | +16.7% | +96.5% | -79.8% | -5.0% |
| 1Y | +23.0% | +92.9% | -69.9% | +0.5% |
| 3Y | +93.3% | +139.8% | -46.5% | +42.8% |
| All | +96.4% | +151.3% | -54.8% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling