+53.7%
QCOM vs QQQM
+139.9%
-86.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QQQM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.2% | -1.4% | -1.1% |
| 7D | +4.3% | +3.6% | +0.7% | -0.4% |
| 30D | -0.1% | -6.7% | +6.6% | +9.9% |
| 3M | +5.2% | -7.0% | +12.2% | +16.4% |
| 6M | -18.4% | -4.6% | -13.7% | -11.5% |
| YTD | +2.4% | +11.1% | -8.7% | -7.8% |
| 1Y | +0.9% | +12.3% | -11.4% | -10.4% |
| 3Y | +48.4% | +83.6% | -35.2% | -26.6% |
| 5Y | +16.6% | +78.1% | -61.5% | -38.0% |
| All | +53.7% | +139.9% | -86.2% | -44.0% |
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 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