+96.4%
QQQM vs BP
+138.6%
-42.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -0.6% | +5.2% | -5.8% | -1.4% |
| 30D | -1.2% | +8.7% | -9.9% | -2.6% |
| 3M | -0.1% | +9.3% | -9.4% | -1.8% |
| 6M | +18.0% | +13.6% | +4.4% | +14.4% |
| YTD | +16.7% | +37.7% | -21.0% | +8.3% |
| 1Y | +23.0% | +40.6% | -17.6% | +13.4% |
| 3Y | +93.3% | +40.3% | +53.0% | +75.6% |
| All | +96.4% | +138.6% | -42.2% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 5y: compounded portfolio wealth divided by compounded BP 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…
5y analysis · Full analysis span regression · 6 months rolling