+152.0%
QQQM vs BLK
+96.1%
+56.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | 0.0% |
| 7D | -0.6% | -3.3% | +2.7% | +1.2% |
| 30D | -1.2% | -6.5% | +5.3% | +2.4% |
| 3M | -0.1% | +6.7% | -6.8% | -4.2% |
| 6M | +18.0% | +14.7% | +3.2% | +8.1% |
| YTD | +16.7% | +2.5% | +14.2% | +13.3% |
| 1Y | +23.0% | -2.8% | +25.8% | +22.7% |
| 3Y | +93.3% | +65.9% | +27.5% | +37.3% |
| 5Y | +96.3% | +33.0% | +63.3% | +51.3% |
| All | +152.0% | +96.1% | +56.0% | +56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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