+149.8%
QQQM vs BN
+113.6%
+36.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.5% |
| 7D | -1.3% | -5.9% | +4.6% | +1.5% |
| 30D | -1.4% | -15.1% | +13.7% | +6.2% |
| 3M | +2.2% | -14.6% | +16.7% | +9.6% |
| 6M | +16.9% | -8.4% | +25.3% | +20.9% |
| YTD | +15.7% | -16.8% | +32.5% | +24.4% |
| 1Y | +22.7% | -14.4% | +37.0% | +29.7% |
| 3Y | +93.9% | +70.1% | +23.8% | +44.7% |
| 5Y | +94.6% | +33.5% | +61.0% | +59.9% |
| All | +149.8% | +113.6% | +36.3% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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