+359.7%
ASML vs QQQM
+153.2%
+206.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.1% |
| 7D | +6.0% | +1.5% | +4.5% | +3.7% |
| 30D | +1.4% | -0.7% | +2.0% | +2.3% |
| 3M | +1.0% | +0.4% | +0.6% | +1.3% |
| 6M | +37.0% | +20.1% | +16.9% | +7.7% |
| YTD | +65.8% | +17.2% | +48.5% | +35.4% |
| 1Y | +123.1% | +24.7% | +98.4% | +67.6% |
| 3Y | +188.2% | +96.6% | +91.6% | +18.1% |
| 5Y | +115.6% | +95.0% | +20.6% | -7.6% |
| All | +359.7% | +153.2% | +206.5% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside QQQM.
Daily Out/Under-Performance
Portfolio return minus QQQM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QQQM 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 10y: compounded portfolio wealth divided by compounded QQQM 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…
10y analysis · Full analysis span regression · 6 months rolling