+558.6%
QQQ vs NEM
+319.0%
+239.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.8% |
| 7D | -0.6% | -1.0% | +0.4% | -0.4% |
| 30D | -1.2% | +7.8% | -9.1% | -2.3% |
| 3M | -0.2% | +30.2% | -30.4% | -3.9% |
| 6M | +17.9% | +9.6% | +8.3% | +15.7% |
| YTD | +16.6% | +27.8% | -11.2% | +12.0% |
| 1Y | +23.0% | +60.7% | -37.7% | +14.2% |
| 3Y | +92.9% | +245.3% | -152.3% | +60.1% |
| 5Y | +95.6% | +155.3% | -59.7% | +65.6% |
| All | +558.6% | +319.0% | +239.5% | +440.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 NEM 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