+95.2%
QQQM vs USFD
+197.4%
-102.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +1.7% |
| 7D | +1.0% | -7.0% | +8.0% | +3.6% |
| 30D | -0.6% | -10.3% | +9.7% | +3.2% |
| 3M | +1.3% | +9.2% | -7.9% | -2.7% |
| 6M | +18.2% | +7.4% | +10.8% | +13.7% |
| YTD | +16.9% | +29.4% | -12.5% | +2.9% |
| 1Y | +24.0% | +24.8% | -0.8% | +10.5% |
| 3Y | +96.0% | +150.0% | -54.0% | +27.5% |
| 5Y | +95.2% | +195.5% | -100.3% | +15.3% |
| All | +95.2% | +197.4% | -102.2% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling