+93.7%
QQQM vs CAPR
+36.9%
+56.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | -0.2% |
| 7D | +1.0% | -12.6% | +13.6% | +1.1% |
| 30D | -0.6% | +124.4% | -125.0% | -1.1% |
| 3M | +1.3% | -66.8% | +68.1% | +1.6% |
| 6M | +18.2% | -71.8% | +90.0% | +18.6% |
| YTD | +16.9% | -70.1% | +87.0% | +17.2% |
| 1Y | +24.0% | +33.3% | -9.3% | +21.8% |
| All | +93.7% | +36.9% | +56.8% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 3y: compounded portfolio wealth divided by compounded CAPR 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…
3y analysis · Full analysis span regression · 6 months rolling