+223.2%
CSCO vs QQQM
+152.5%
+70.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | 0.0% | +1.0% | -1.0% | -0.6% |
| 30D | -10.7% | -0.6% | -10.1% | -10.5% |
| 3M | -8.7% | +1.3% | -10.0% | -9.6% |
| 6M | +44.9% | +18.2% | +26.7% | +31.6% |
| YTD | +44.1% | +16.9% | +27.2% | +31.9% |
| 1Y | +65.9% | +24.0% | +41.8% | +46.6% |
| 3Y | +109.0% | +96.0% | +13.0% | +42.4% |
| 5Y | +114.8% | +95.2% | +19.6% | +41.6% |
| All | +223.2% | +152.5% | +70.7% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling