+140.0%
QQQM vs USFD
+333.8%
-193.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +3.6% | +1.7% | +1.9% | +3.2% |
| 30D | -6.7% | +10.2% | -16.9% | -9.1% |
| 3M | -7.0% | -1.5% | -5.5% | -6.9% |
| 6M | -4.6% | +27.3% | -32.0% | -11.2% |
| YTD | +11.1% | +44.0% | -32.9% | -1.2% |
| 1Y | +12.3% | +50.4% | -38.0% | -1.4% |
| 3Y | +83.6% | +153.6% | -69.9% | +38.9% |
| 5Y | +78.1% | +219.0% | -140.9% | +25.4% |
| All | +140.0% | +333.8% | -193.8% | +70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling