+128.5%
QQQM vs COMP
-49.7%
+178.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.0% | +0.8% | +0.2% | +0.9% |
| 30D | -0.6% | -13.9% | +13.2% | +1.1% |
| 3M | +1.3% | +30.7% | -29.4% | -2.4% |
| 6M | +18.2% | +18.7% | -0.5% | +14.1% |
| YTD | +16.9% | +1.0% | +15.9% | +14.6% |
| 1Y | +24.0% | +15.1% | +9.0% | +19.0% |
| 3Y | +96.0% | +219.8% | -123.7% | +56.9% |
| 5Y | +95.2% | -28.7% | +123.9% | +70.3% |
| All | +128.5% | -49.7% | +178.3% | +100.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling