+93.7%
QQQM vs B
+198.4%
-104.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.4% |
| 7D | +1.0% | +1.0% | 0.0% | +0.8% |
| 30D | -0.6% | +9.5% | -10.1% | -2.2% |
| 3M | +1.3% | +14.3% | -13.0% | -1.2% |
| 6M | +18.2% | -1.9% | +20.1% | +17.3% |
| YTD | +16.9% | +4.1% | +12.8% | +14.8% |
| 1Y | +24.0% | +56.1% | -32.1% | +14.9% |
| All | +93.7% | +198.4% | -104.7% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling