+153.2%
QQQM vs ALL
+210.9%
-57.7%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.2% |
| 7D | +1.5% | -1.7% | +3.2% | +1.7% |
| 30D | -0.7% | -4.7% | +4.0% | -0.1% |
| 3M | +0.4% | +18.4% | -17.9% | -2.3% |
| 6M | +20.1% | +20.5% | -0.4% | +16.3% |
| YTD | +17.2% | +23.5% | -6.3% | +12.9% |
| 1Y | +24.7% | +29.0% | -4.2% | +18.9% |
| 3Y | +96.6% | +153.7% | -57.2% | +61.4% |
| 5Y | +95.0% | +114.8% | -19.8% | +64.8% |
| All | +153.2% | +210.9% | -57.7% | +113.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling