+152.0%
QQQM vs BG
+182.4%
-30.4%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.6% | +1.1% |
| 7D | -0.6% | +3.1% | -3.7% | -1.0% |
| 30D | -1.2% | +10.2% | -11.4% | -2.5% |
| 3M | -0.1% | -1.7% | +1.6% | 0.0% |
| 6M | +18.0% | +1.0% | +17.0% | +17.4% |
| YTD | +16.7% | +39.9% | -23.2% | +10.5% |
| 1Y | +23.0% | +53.2% | -30.2% | +14.5% |
| 3Y | +93.3% | +16.3% | +77.1% | +85.6% |
| 5Y | +96.3% | +83.9% | +12.4% | +76.0% |
| All | +152.0% | +182.4% | -30.4% | +132.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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