+203.3%
EWY vs QQQM
+149.8%
+53.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.1% | -3.1% | -3.3% |
| 7D | +1.2% | -1.3% | +2.5% | +2.4% |
| 30D | +9.3% | -1.4% | +10.7% | +10.8% |
| 3M | +2.4% | +2.2% | +0.3% | +2.5% |
| 6M | +40.3% | +16.9% | +23.4% | +29.4% |
| YTD | +88.0% | +15.7% | +72.3% | +75.1% |
| 1Y | +143.8% | +22.7% | +121.1% | +118.8% |
| 3Y | +217.8% | +93.9% | +123.8% | +110.1% |
| 5Y | +142.7% | +94.6% | +48.2% | +57.0% |
| All | +203.3% | +149.8% | +53.6% | +69.0% |
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