+152.5%
QQQM vs BAX
-65.7%
+218.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | +1.0% | -5.1% | +6.1% | +1.8% |
| 30D | -0.6% | -12.2% | +11.5% | +1.4% |
| 3M | +1.3% | +21.8% | -20.5% | -2.3% |
| 6M | +18.2% | +36.3% | -18.1% | +11.4% |
| YTD | +16.9% | +27.8% | -10.9% | +10.8% |
| 1Y | +24.0% | -0.1% | +24.1% | +22.5% |
| 3Y | +96.0% | -33.3% | +129.3% | +104.7% |
| 5Y | +95.2% | -67.1% | +162.3% | +137.6% |
| All | +152.5% | -65.7% | +218.2% | +205.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling