+22.7%
QQQM vs B
+51.2%
-28.5%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.6% |
| 7D | -1.3% | -5.0% | +3.8% | -0.4% |
| 30D | -1.4% | +8.7% | -10.1% | -3.0% |
| 3M | +2.2% | +17.3% | -15.1% | -1.1% |
| 6M | +16.9% | -5.0% | +21.9% | +16.1% |
| YTD | +15.7% | +1.4% | +14.2% | +13.6% |
| 1Y | +22.7% | +50.5% | -27.8% | +15.2% |
| All | +22.7% | +51.2% | -28.5% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 1y: compounded portfolio wealth divided by compounded B 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…
1y analysis · Full analysis span regression · 6 months rolling