+23.0%
QQQM vs USFD
+22.2%
+0.8%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | -0.6% | -8.4% | +7.8% | -0.6% |
| 30D | -1.2% | -14.1% | +12.9% | -1.4% |
| 3M | -0.1% | +4.5% | -4.6% | -0.3% |
| 6M | +18.0% | +4.4% | +13.6% | +17.9% |
| YTD | +16.7% | +26.6% | -9.9% | +13.8% |
| 1Y | +23.0% | +19.4% | +3.7% | +17.9% |
| All | +23.0% | +22.2% | +0.8% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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