+96.4%
QQQM vs CAPR
+69.4%
+27.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.9% |
| 7D | -0.6% | -11.0% | +10.4% | -0.5% |
| 30D | -1.2% | +99.8% | -101.0% | -2.0% |
| 3M | -0.1% | -66.6% | +66.5% | +0.3% |
| 6M | +18.0% | -75.1% | +93.0% | +18.8% |
| YTD | +16.7% | -71.0% | +87.7% | +17.2% |
| 1Y | +23.0% | +30.0% | -6.9% | +18.8% |
| 3Y | +93.3% | +29.0% | +64.4% | +75.0% |
| All | +96.4% | +69.4% | +27.0% | +62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling