+50.0%
QMOM vs VOO
+82.8%
-32.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.3% |
| 7D | 0.0% | -0.8% | +0.7% | +0.8% |
| 30D | -5.6% | -1.1% | -4.5% | -4.5% |
| 3M | -6.0% | +3.9% | -9.9% | -9.9% |
| 6M | +5.2% | +13.6% | -8.5% | -8.1% |
| YTD | +12.4% | +12.7% | -0.3% | -0.7% |
| 1Y | +13.8% | +17.6% | -3.8% | -3.7% |
| 3Y | +66.3% | +77.3% | -11.0% | -6.5% |
| All | +50.0% | +82.8% | -32.8% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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