+94.6%
QQQM vs ALL
+113.6%
-19.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.0% |
| 7D | -1.3% | -4.3% | +3.0% | -0.7% |
| 30D | -1.4% | -3.6% | +2.2% | -0.9% |
| 3M | +2.2% | +13.2% | -11.0% | 0.0% |
| 6M | +16.9% | +22.5% | -5.6% | +12.6% |
| YTD | +15.7% | +22.7% | -7.1% | +11.2% |
| 1Y | +22.7% | +28.3% | -5.6% | +16.6% |
| 3Y | +93.9% | +152.0% | -58.1% | +55.6% |
| 5Y | +94.6% | +115.4% | -20.9% | +64.9% |
| All | +94.6% | +113.6% | -19.0% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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