+152.5%
QQQM vs BBWI
-21.9%
+174.5%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | +0.8% |
| 7D | +1.0% | -4.4% | +5.4% | +1.7% |
| 30D | -0.6% | -7.4% | +6.8% | +0.3% |
| 3M | +1.3% | -2.2% | +3.5% | +0.9% |
| 6M | +18.2% | -16.3% | +34.5% | +20.1% |
| YTD | +16.9% | -9.1% | +26.1% | +16.4% |
| 1Y | +24.0% | -34.5% | +58.6% | +30.1% |
| 3Y | +96.0% | -47.0% | +143.0% | +105.4% |
| 5Y | +95.2% | -68.8% | +164.0% | +118.3% |
| All | +152.5% | -21.9% | +174.5% | +159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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