+113.4%
CSCO vs QQQM
+92.2%
+21.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.2% |
| 7D | -1.1% | -1.3% | +0.2% | -0.3% |
| 30D | -10.8% | -1.4% | -9.4% | -10.1% |
| 3M | -9.2% | +2.2% | -11.4% | -10.5% |
| 6M | +39.5% | +16.9% | +22.7% | +27.2% |
| YTD | +41.5% | +15.7% | +25.8% | +30.0% |
| 1Y | +61.0% | +22.7% | +38.3% | +42.7% |
| 3Y | +105.2% | +93.9% | +11.3% | +38.8% |
| 5Y | +113.4% | +94.6% | +18.9% | +37.2% |
| All | +113.4% | +92.2% | +21.3% | +37.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling