+81.8%
QQQM vs COMP
+423.0%
-341.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | +0.2% |
| 7D | -1.5% | +7.2% | -8.7% | -2.3% |
| 30D | -10.2% | +6.4% | -16.6% | -10.9% |
| 3M | -6.3% | -19.4% | +13.1% | -4.7% |
| 6M | -4.9% | +14.6% | -19.5% | -6.9% |
| YTD | +10.3% | -5.5% | +15.7% | +8.8% |
| 1Y | +8.8% | +13.7% | -4.8% | +5.5% |
| 3Y | +81.8% | +409.7% | -327.9% | +56.5% |
| All | +81.8% | +423.0% | -341.3% | +56.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling