+129.4%
QQQM vs COMP
-47.7%
+177.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.4% | +0.1% |
| 7D | +0.4% | +1.4% | -1.0% | +0.2% |
| 30D | +0.2% | -13.3% | +13.6% | +1.9% |
| 3M | -2.8% | +41.1% | -43.9% | -7.3% |
| 6M | +18.1% | +17.2% | +0.9% | +14.1% |
| YTD | +17.4% | +5.2% | +12.2% | +14.4% |
| 1Y | +25.7% | +18.9% | +6.7% | +20.1% |
| 3Y | +94.1% | +215.9% | -121.8% | +55.7% |
| 5Y | +94.9% | -31.2% | +126.0% | +69.8% |
| All | +129.4% | -47.7% | +177.1% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling