+149.8%
QQQM vs FTNT
+515.8%
-366.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -1.3% | +1.6% | -2.8% | -1.7% |
| 30D | -1.4% | -1.9% | +0.5% | -1.2% |
| 3M | +2.2% | +14.4% | -12.2% | -2.1% |
| 6M | +16.9% | +88.7% | -71.8% | -3.9% |
| YTD | +15.7% | +100.0% | -84.4% | -6.8% |
| 1Y | +22.7% | +99.9% | -77.2% | -1.3% |
| 3Y | +93.9% | +147.9% | -54.0% | +40.4% |
| 5Y | +94.6% | +155.8% | -61.3% | +28.4% |
| All | +149.8% | +515.8% | -366.0% | +16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling