+149.8%
QQQM vs FTV
+11.1%
+138.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | 0.0% |
| 7D | -1.3% | -5.2% | +3.9% | +1.2% |
| 30D | -1.4% | -11.5% | +10.2% | +4.4% |
| 3M | +2.2% | -9.0% | +11.2% | +6.3% |
| 6M | +16.9% | -2.0% | +18.9% | +16.7% |
| YTD | +15.7% | -0.9% | +16.6% | +13.7% |
| 1Y | +22.7% | +14.8% | +7.9% | +10.8% |
| 3Y | +93.9% | -5.5% | +99.4% | +91.3% |
| 5Y | +94.6% | -1.9% | +96.4% | +75.2% |
| All | +149.8% | +11.1% | +138.7% | +115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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