+95.0%
QQQM vs COMP
-32.0%
+127.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.3% |
| 7D | +1.5% | +4.1% | -2.6% | +1.0% |
| 30D | -0.7% | -14.5% | +13.9% | +1.2% |
| 3M | +0.4% | +41.8% | -41.4% | -4.3% |
| 6M | +20.1% | +23.6% | -3.5% | +15.2% |
| YTD | +17.2% | +1.7% | +15.5% | +14.7% |
| 1Y | +24.7% | +12.6% | +12.2% | +19.9% |
| 3Y | +96.6% | +221.9% | -125.3% | +56.2% |
| 5Y | +95.0% | -28.1% | +123.2% | +76.1% |
| All | +95.0% | -32.0% | +127.1% | +76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling