+152.5%
JPM vs QQQM
+95.1%
+57.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | -0.7% | -0.6% | -0.1% | -0.4% |
| 30D | -2.5% | -1.2% | -1.2% | -1.9% |
| 3M | +14.1% | -0.1% | +14.2% | +13.7% |
| 6M | +25.1% | +18.0% | +7.1% | +13.3% |
| YTD | +12.1% | +16.7% | -4.6% | +2.1% |
| 1Y | +18.8% | +23.0% | -4.2% | +4.9% |
| 3Y | +163.4% | +93.3% | +70.1% | +81.5% |
| All | +152.5% | +95.1% | +57.5% | +63.2% |
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