+96.4%
QQQM vs BAX
-68.1%
+164.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -0.6% | -7.9% | +7.3% | +0.8% |
| 30D | -1.2% | -11.7% | +10.4% | +0.8% |
| 3M | -0.1% | +16.2% | -16.3% | -3.0% |
| 6M | +18.0% | +32.0% | -14.0% | +11.6% |
| YTD | +16.7% | +24.7% | -8.0% | +10.8% |
| 1Y | +23.0% | -2.6% | +25.7% | +22.0% |
| 3Y | +93.3% | -35.0% | +128.3% | +103.1% |
| All | +96.4% | -68.1% | +164.5% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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