+152.5%
QQQM vs A
+42.9%
+109.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.2% | +0.3% |
| 7D | +1.0% | -4.4% | +5.4% | +2.7% |
| 30D | -0.6% | -2.7% | +2.0% | +0.3% |
| 3M | +1.3% | +7.0% | -5.7% | -1.8% |
| 6M | +18.2% | +24.6% | -6.4% | +6.6% |
| YTD | +16.9% | +7.0% | +9.9% | +12.3% |
| 1Y | +24.0% | +15.6% | +8.5% | +14.5% |
| 3Y | +96.0% | +29.9% | +66.1% | +63.3% |
| 5Y | +95.2% | -15.4% | +110.6% | +98.0% |
| All | +152.5% | +42.9% | +109.7% | +92.4% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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