+79.1%
QQQM vs COMP
-18.6%
+97.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -7.4% | +6.8% | +0.3% |
| 7D | -1.5% | +7.2% | -8.7% | -2.5% |
| 30D | -10.2% | +6.4% | -16.6% | -11.1% |
| 3M | -6.3% | -19.4% | +13.1% | -4.2% |
| 6M | -4.9% | +14.6% | -19.5% | -7.5% |
| YTD | +10.3% | -5.5% | +15.7% | +8.5% |
| 1Y | +8.8% | +13.7% | -4.8% | +4.4% |
| 3Y | +81.8% | +409.7% | -327.9% | +34.9% |
| 5Y | +79.1% | -17.0% | +96.1% | +65.1% |
| All | +79.1% | -18.6% | +97.8% | +65.1% |
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