+149.8%
QQQM vs USFR
+20.5%
+129.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -1.3% | +0.1% | -1.3% | -1.2% |
| 30D | -1.4% | +0.3% | -1.7% | -1.3% |
| 3M | +2.2% | +1.0% | +1.2% | +2.4% |
| 6M | +16.9% | +1.9% | +15.0% | +17.0% |
| YTD | +15.7% | +2.7% | +13.0% | +15.4% |
| 1Y | +22.7% | +4.0% | +18.7% | +21.7% |
| 3Y | +93.9% | +14.1% | +79.9% | +88.7% |
| 5Y | +94.6% | +20.5% | +74.1% | +84.8% |
| All | +149.8% | +20.5% | +129.3% | +136.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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